• Title/Summary/Keyword: Metrically Winsorized residual

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Robust Regression for Right-Censored Data

  • Kim, Chul-Ki
    • Journal of Korean Society for Quality Management
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    • v.25 no.2
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    • pp.47-59
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    • 1997
  • In this paper we develop computational algorithms to calculate M-estimators of regression parameters from right-censored data that are naturally collected in quality control. In the case of M-estimators, a new statistical method is also introduced to incorporate concomitant scale estimation in the presence of right censoring on the observed responses. Furthermore, we illustrate this by simulations.

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