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Change-point estimation for censored regression model

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Abstract

In this paper, we consider the change-point estimation in the censored regression model assuming that there exists one change point. A nonparametric estimate of the change-point is proposed and is shown to be strongly consistent. Furthermore, its convergence rate is also obtained.

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Authors and Affiliations

  1. Department of Statistics and Finance, University of Science and Technology of China, Hefei, 230026, China

    Zhan-feng Wang, Yao-hua Wu & Lin-cheng Zhao

Authors
  1. Zhan-feng Wang
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  2. Yao-hua Wu
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  3. Lin-cheng Zhao
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Corresponding author

Correspondence to Yao-hua Wu.

Additional information

This work was partially supported by the National Natural Science Foundation of China (Grant No. 10471136), Ph.D. Program Foundation of the Ministry of Education of China, and Special Foundations of the Chinese Academy of Science and USTC.

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Wang, Zf., Wu, Yh. & Zhao, Lc. Change-point estimation for censored regression model. SCI CHINA SER A 50, 63–72 (2007). https://doi.org/10.1007/s11425-007-2039-3

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  • DOI: https://doi.org/10.1007/s11425-007-2039-3

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