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缺失数据下局部线性回归估计的渐近性质 被引量：3

Asymptotic property of estimated with locally linear regression from missing data at random
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摘要 在缺失响应变量的不完全数据下,对非参数回归模型进行研究,利用局部线性回归的方法,给出了回归函数m(x)的估计,并证明了缺失数据下局部线性回归光滑具有渐近正态性和相合性. The model of nonparametric regression function with missing response data was investigated, a estimation of regression function m（x） was made by using local linear regressive approach, and it was verified that the asymptotic normality and consistency were possessed with locally linear regression smoothing for missing data at random.
作者 罗双华 玄海燕 李敦刚
机构地区 兰州理工大学理学院
出处 《兰州理工大学学报》 CAS 北大核心 2007年第1期155-157,共3页 Journal of Lanzhou University of Technology
基金 甘肃省教育厅自然科学基金(0503B-05)
关键词 非参数回归 局部线性回归光滑 渐近正态性 相合性 缺失数据 nonparametric regression local linear smoothing asymptotic normality consistency missing data at random
分类号 O211.7 [理学—概率论与数理统计]
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参考文献9

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同被引文献21

  • 1Hua Liang,Suojin Wang.Estimation in Partially Linear Models with Missing Covariates[J].Journal of the American Statistical Association,2004,99(466):357-367.
  • 2Wang Q H,Rao J N K.Empirical Likelihood for Linear Regression Models under Imputation for Missing Responses[J].The Canadian Journal of Statistics,2001,29:597-608.
  • 3Wang Q H,Rao J N K.Empirical Likelihood-based Inference in Linear Models with Missing Data[J].Scandinavian Journal of Statistics,2002,29:563-576.
  • 4Fan J,Gijbels I.Variable bandwidth and local linear regression smoothers[J].Ann Statist,1992,20:2008-2036.
  • 5Carroll R J Fan J Gijbels I.Generalized partially linear single-index models[J].Journal of the American Statistical Association,1997,92:477-489.
  • 6WANG Qihua,RAO J N K.Empirical likelihood-based inference in linear models with missing data[J].ScandinavianJournal of Statistics,2002,29:563-576.
  • 7WANG Qihua,OLIVER Linton.Semiparametric regression analysis with missing response at random[J].Journal of theAmerican Statistical Association,2004,99(12):334-345.
  • 8CHU C K,CHENG P E.Nonparametric regression estimation estimation with missing data[J].Journal of StatisticalPlanning and Inference,1995,48(1):85-99.
  • 9FAN J,GIJBELS I.Variable bandwidth and local linear regression smoothers[J].Ann Statist,1992,20:2 008-2 036.
  • 10罗双华,玄海燕.缺失数据下半参数回归模型的局部线性光滑[J].兰州理工大学学报,2007,33(5):151-155. 被引量：3

引证文献3

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兰州理工大学学报
2007年 第1期

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