Quantcast

Change-point estimation for censored regression model

Research paper by Zhan-feng Wang, Yao-hua Wu, Lin-cheng Zhao

Indexed on: 01 Jan '07Published on: 01 Jan '07Published in: Science in China. Series A, Mathematics, physics, astronomy / Chinese Academy of Sciences



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.