Bivariate Location–Scale Models for Regression Analysis, with Applications to Lifetime Data
回归分析中的二元位置—尺度模型及寿命数据应用
Summary The literature on multivariate linear regression includes multivariate normal models, models that are used in survival analysis and a variety of models that are used in other areas such as econometrics. The paper considers the class of location–scale models, which includes a large proportion of the preceding models. It is shown that, for complete data, the maximum likelihood estimators for regression coefficients in a linear location–scale framework are consistent…