Abstract
For the censored simple linear regression model, we establish a oneterm Edgeworth expansion for the Koul, Susarla and Van Ryzin type estimator of the regression coefficient. Our approach is to represent the estimator of the regression coefficient as an asymptoticU-statistic plus some ignorable terms and hence apply the known results on the Edgeworth expansions for asymptoticU-statistic. The counting process and martingale techniques are used to provide the proof of the main results.
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Qin, G., Jing, BY. Edgeworth expansion in censored linear regression model. Ann Inst Stat Math 55, 597–617 (2003). https://doi.org/10.1007/BF02517810
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DOI: https://doi.org/10.1007/BF02517810