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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