The Theil-Sen Estimator with Doubly Censored Data and Applications to Astronomy
响应与协变量均受删失时的 Theil–Sen 估计及天文学应用
The Theil-Sen estimator of the slope parameter in simple linear regression is extended to data with both the response and the covariate subject to censoring. Based on inverting a suitable version of Kendall's τ statistic, this estimator requires weak assumptions and is simple to compute, and a simple estimate of its asymptotic variance is obtained. A second extension of the Theil-Sen estimator, based on a direct estimation of the median of pairwise slopes, is given. These…