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Journal of Korean Society for Quality Management 1997;25(2): 47-. |
Robust Regression for Right-Censored Data |
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ABSTRACT |
In this paper we develop computational algorithms to calculate M-estimators of regression parameters from right-censored data that are naturally collected in quality control. In the case of M-estimators, a new statistical method is also introduced to incorporate concomitant scale estimation in the presence of right censoring on the observed responses. Furthermore, we illustrate this by simulations. |
Key Words:
EM algorithm;M-estimators;Metrically Winsorized residual;Survival analysis; |
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