The Theil-Sen Estimator with Doubly Censored Data and Applications to Astronomy
作者:
MichaelG. Akritas,
SusanA. Murphy,
MichaelP. Lavalley,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1995)
卷期:
Volume 90,
issue 429
页码: 170-177
ISSN:0162-1459
年代: 1995
DOI:10.1080/01621459.1995.10476499
出版商: Taylor & Francis Group
关键词: Censored covariate;Censored response;Inversion of Kendall's τ;Simple linear regression;Ustatistics
数据来源: Taylor
摘要:
The Theil-Sen estimator of the slope parameter in simple linear regression is extended to data with both the response and the covariate subject to censoring. Based on inverting a suitable version of Kendall's τ statistic, this estimator requires weak assumptions and is simple to compute, and a simple estimate of its asymptotic variance is obtained. A second extension of the Theil-Sen estimator, based on a direct estimation of the median of pairwise slopes, is given. These estimators are compared numerically with versions of Schmitt's estimator and applied to two data sets from the recent astronomical literature.
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