Estimation in a Gaussian linear regression model under type II censoring (Q1091720)
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scientific article; zbMATH DE number 4011694
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation in a Gaussian linear regression model under type II censoring |
scientific article; zbMATH DE number 4011694 |
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Estimation in a Gaussian linear regression model under type II censoring (English)
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1987
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In the setting of a Gaussian linear regression model, estimation of the regression parameters is considered when a fixed number of design points are replicated in the experiment, and the response data at each design point are type II censored. A judicious approximation of the likelihood equation lead s to closed form solutions which are analogous to the maximum likelihood estimators in the uncensored case. The exact and asymptotic properties of these modified maximum likelihood estimators are investigated, and efficiency comparisons are made with the maximum likelihood estimators.
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censored samples
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asymptotic normality
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Gaussian linear regression model
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approximation of the likelihood equation
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closed form solutions
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modified maximum likelihood estimators
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efficiency comparisons
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