JSM 2004 - Toronto

Abstract #300550

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Activity Number: 22
Type: Contributed
Date/Time: Sunday, August 8, 2004 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #300550
Title: Asymptotic Distributions of Buckley-James Estimator With Discontinuous Error Distributions
Author(s): Qiqing Yu*+ and Fanhui Kong
Companies: SUNY, Binghamton and SUNY, Binghamton
Address: Dept. of Mathematical Sciences, Binghamton, NY, 13902,
Keywords: right-censorship ; linear regression model ; asymptotic normality ; identifiability conditions
Abstract:

We consider the linear regression model with right-censored data. The Buckley-James estimator (BJE) is the most appropriate extension of the least squares estimator from the complete data case to the right-censored data case. Lai and Ying (1991) establish asymptotic normality of the BJE under a set of regularity conditions, which includes smoothness conditions on the underlying distributions and includes an identifiability condition. We study asymptotic properties of the BJE under an identifiability condition that is weaker than the one in Lai and Ying, and under a set of regularity conditions that does not require continuity. We show that under certain regularity conditions, the BJE has an asymptotic truncated normal distribution.

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