删失数据下变系数模型的一步估计法

One-step Estimation of Varying-coefficient Models with Censored Data

用局部多项式估计法对删失数据下的系数函数光滑程度不同的变系数模型进行一步估计,达到了最优收敛速度,得出了渐近条件偏差和渐近条件方差。

The estimation of Varying - Coefficient Models with Censored Data in which different coefficient functions admit different degrees of smoothness are constructed by local polynomial estimation and one - step estimation methods. The optimal rate of convergence can be achieved and asymptotic bias and asymptotic Variance are all obtained.