Heteroscedasticity Regression Analysis for Censored Data

HUANG Wei; FU Hui-min

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Heteroscedasticity Regression Analysis for Censored Data

更新时间：2026-07-07

- Heteroscedasticity Regression Analysis for Censored Data
- Vol. 19, Issue 1, (2004)
- 作者机构：
  
  北京航空航天大学固体力学研究所,北京,100083
- 作者简介：
- 基金信息：
- DOI：
  CLC：
- Published：2004
- 稿件说明：
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HUANG Wei, FU Hui-min. Heteroscedasticity Regression Analysis for Censored Data[J]. 2004, 19(1).
DOI：

HUANG Wei, FU Hui-min. Heteroscedasticity Regression Analysis for Censored Data[J]. 2004, 19(1). DOI：

摘要

提出截尾数据异方差回归分析方法

将传统的只适用于同方差和完全数据的回归分析推广到异方差和截尾数据的情况。文中建立了异方差回归方程

给出回归系数和标准差的最佳无偏整体估计及其协方差矩阵。详细讨论了正态分布、极值分布、威布尔分布情况下的线性异方差回归分析

给出其回归曲线和百分位值的置信限。对于异方差问题目前工程上只能采用成组试验方法

因此试验量很大;本文方法与之相比则能很好地解决这一问题

在试样数相同的条件下具有更高的精度

而在精度相同的情况下

可以节省大量试样。

Abstract

A heteroscedasticity regression analysis method for censored data is presented

and it extends the traditional regression analysis

which is only suitable to complete and homoscedasticity data

to censored and heteroscedastic data.The heteroscedasticity regression equation is established and the best linear unbiased estimators for the regression parameters

the standard deviation and their covariance are also given.The linear heteroscedasticity regression analysis methods for normal distribution

extreme distribution and Weibull distribution are discussed in detail and the confidence limits of the regression curve and percentiles are given.At present

heteroscedastic data can only be analyzed by group test method that requires large sample.Compared with traditional method

the present method can reach higher precision and a great number of specimens can be saved.

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Related Author

FU Hui-min

LIN Feng-chun

FU Hui min

WANG Tie

WU Jing

ZHOU Shu-wen

ZHANG Guo-zhong

BA De-chun

Related Institution

Institute of Solid Mechanics, Beijing University of Aeronautics and Astronautics

School of Vehicle and Traffic, Shenyang Ligong University

School of Mechanical Engineering and Automation, Northeastern University

School of Power and Energy,Northwestern Polytechnical University

Institute of Reliability Engineering, Beijing University of Aeronautics and Astronautics

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