Approximation to the distribution of LAD estimators for censored regression by random weighting method

2006 ◽  
Vol 136 (4) ◽  
pp. 1302-1316 ◽  
Author(s):  
Yixin Fang ◽  
Lincheng Zhao
Author(s):  
Yalin Jiao ◽  
Yongmin Zhong ◽  
Shesheng Gao ◽  
Bijan Shirinzadeh

This paper presents a new random weighting method for estimation of one-sided confidence intervals in discrete distributions. It establishes random weighting estimations for the Wald and Score intervals. Based on this, a theorem of coverage probability is rigorously proved by using the Edgeworth expansion for random weighting estimation of the Wald interval. Experimental results demonstrate that the proposed random weighting method can effectively estimate one-sided confidence intervals, and the estimation accuracy is much higher than that of the bootstrap method.


2011 ◽  
Vol 11 (9) ◽  
pp. 1955-1961 ◽  
Author(s):  
Shesheng Gao ◽  
Yongmin Zhong ◽  
Wei Li

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