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The Equivalence of Regression-Simple and Best-Linear-Unbiased Estimators with Type II Censored Data from a Location Scale Distribution

 

作者: LuisA. Escobar,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1986)
卷期: Volume 81, issue 393  

页码: 210-214

 

ISSN:0162-1459

 

年代: 1986

 

DOI:10.1080/01621459.1986.10478262

 

出版商: Taylor & Francis Group

 

关键词: Regression estimators;Linear unbiased estimators;Order statistics

 

数据来源: Taylor

 

摘要:

This article gives necessary and sufficient conditions for the equivalence of the simple linear unbiased estimator (SLUE) and the best linear unbiased estimator (BLUE) of the parameters when there arekindependent sources of Type II censored data from a location scale distribution in which the location parameter is an unknown linear function of certain given independent variables and the scale parameter is an unknown constant. It also shows that the BLUE can be obtained in a two-stage procedure that has the same model-checking features and computational simplicity of the SLUE.

 

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