Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Asymptotics Properties of LAD Estimators in Censored Nonlinear Regression Model

  • Park, Seung-Hoe (Department of General Studies, Hankuk Aviation University, Koyang 411-791) ;
  • Kim, Hae-Kyung (Department of Mathematics, Yonsei University)
  • Published : 1998.03.01
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Abstract

This paper is concerned with the asymptotic properties of the least absolute deviation estimators for the nonlinear regression model when dependent variables are subject to censoring time, and proposed the simple and practical sufficient conditions for the strong consistency and asymptotic normality of the least absolute deviation estimators in censored regression model. Some desirable asymptotic properties including the asymptotic relative efficiency of proposed model with respect to standard model are given.

Keywords

References

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