期刊文献+
任意字段
题名或关键词
题名
关键词
文摘
作者
第一作者
机构
刊名
分类号
参考文献
作者简介
基金资助
栏目信息

删失数据下部分线性模型的估计及渐近正态性 被引量：1

Estimation and asymptotic normality for partially linear models with censored data
下载PDF
导出
摘要 研究了删失数据下的部分线性回归模型,通过数据变换,利用局部多项式方法和两阶段估计,给出了函数系数和参数部分的估计。并给出了估计的渐近正态性。 Partailly Linear Models with censored data are studied. By the transformation of data, the local weighted least square estimators for coefficient function and patameters are proposed by local polynomial procedure. Asymptotic normality is also established.
作者 蒙家富 张日权
机构地区 广西工学院数学与计算科学系 华东师范大学金融与统计学院
出处 《广西工学院学报》 CAS 2008年第4期58-61,共4页 Journal of Guangxi University of Technology
基金 广西工学院硕士研究生科研基金(院科硕0816203)资助
关键词 部分线性模型 变系数模型 渐近正态性 局部多项式回归 partially linear models varying coefficient model asymptotic normality local polynomial method
分类号 O211.7 [理学—概率论与数理统计]
  • 相关文献

参考文献9

  • 1FAN J, ZHANG W. Simultaneous confidence bands are and hypothesis testing in varying coefficient models, Scand[J ]. J. Stantist, 2000, (27) : 751- 731.
  • 2ZHANG W. Local polynomial fitting in semivarying coefficient models[J], multivariate Anal, 2002, (82) : 166-- 188.
  • 3LI Q,HUANG C J, LI D,FU T F. Semiparametric smooth coefficient models[J] .J Business Econorn. Statist,2002, (20) :412-422.
  • 4ZHOU X, YOU J. Wavelet estimation in varying-coefficient partially linear regression models [ J ], Statist. Probab, Lett, 2004 (68) : 91-- 104.
  • 5FAN J, HUNAG T. Profile likelihood Inferences on semiparametric Varying-Coefficient partially linear models [ J ]. Bernoulli, 2005, (11) :1031--1057.
  • 6YOU J, CHEN G. Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model[J ] .J. Multivariate Analysis,2006, (27)L:325-341.
  • 7YOU J, ZHOU Y. Empirical likelihood for semiparametric varying-coefficient partially linear regression models[J]. Statistics Probability Letters, 2006, (76) : 412-- 422.
  • 8罗羡华,杨振海,周勇.删失数据下的变系数回归模型[J].应用数学学报,2006,29(3):415-427. 被引量：5
  • 9J Fan and I.Gijbels Local polynomial Modelling and Its Applications [M] .CHAPMAN & HALL. Shanghai,1999.

二级参考文献16

  • 1.
  • 2James I R,Smith P J.Consistency Results for Linear Regression with Censored Data.The Anaals of Statistics,1984,12:590-600
  • 3Ritov Y.Estimation in a Linear Regression Model with Censored Data.The Anaals of Statistics,1990,18:303-328
  • 4Lai T L,Ying Z.Large-Sample Theory of a Modified Buckley-James Estimator for Regression Analysis with Censored Data.The Anaals of Statistics,1991,19:1370-1402
  • 5Koul H,Susarla V,Van Ryzin J.Regression Analysis with Randomly Right-Censored Data.The Anaals of Statistics,1981,9:1276-1288
  • 6Zheng Z.A Class of Estimators of the Parameters in Linear Rgression with Censored Data.Acta Mathematicae Applicatae Sinica,1987,3:231-241
  • 7Dabrowska D M.Nonparametric Regression with Censored Data.Scandinavin Journal of Statistics,1987,14:181-197
  • 8Zheng Z.Strong Consistency of Nonparametric Regression Estimates with Censored Data.Journal of Mathematical Research and Exposition,1988,8:307-313
  • 9Fan J,Gijbels I.Censored Regression:Local Linear Approximations and Their Applications.Journal of the American Statistical Association,1994,89:560-570
  • 10Hastie T J,Tibshirani R J.Varying-coefficient Models.Journal of the Royal Statistical Society(Series B),1993,55:757-796

共引文献4

同被引文献2

引证文献1

二级引证文献1

广西工学院学报
2008年 第4期

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部