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删失数据下的变系数回归模型
Varying-Coefficient Regression Models With Censored Data
【摘要】 研究了删失数据下的变系数回归模型.通过数据变换,利用局部多项式方法,给出了系数函数的局部加权最小二乘估计.证明了该估计的渐近偏差和渐近方差,同时获得了该估计的渐近正态性.
【Abstract】 Varying-coefficient models with censored data are studied. By the transformation of the data, the local weighted least squares estimators for coefficient funtion are proposed by local polynomial procedure. Asymptotic bais and variance are obtained, and asymptotic normality is also established.
【关键词】 变系数模型;
删失;
渐近正态性;
变换;
局部多项式回归;
【Key words】 varying-coefficient models; censoring; asymptotic normality; transformation; local polynomial regression;
【Key words】 varying-coefficient models; censoring; asymptotic normality; transformation; local polynomial regression;
【基金】 广州市教育局重点项目;广州市科技局资助项目;国家自然科学基金(10471140)和(19571169)资助项目~~
- 【文献出处】 应用数学学报 ,Acta Mathematicae Applicatae Sinica , 编辑部邮箱 ,2006年03期
- 【分类号】O212.1
- 【被引频次】12
- 【下载频次】358