随机删失下非线性回归模型均值的置信域

Confidence Region of Nonlinear Regression Model Mean with Random Censoring

考虑随机右删失数据下非线性回归模型中响应变量均值的估计问题,应用经验似然方法构造响应变量均值的调整的经验似然比统计量,证明了在一定的条件下,统计量渐近服从χ2分布,所得结果给出了均值的渐近置信域。

This paper considers the estimation for response variable mean in nonlinear regression model with random right censoring data,uses empirical likelihood method to construct adjusted empirical likelihood ratio statistic of response variable mean,and proves that the statistic follows asymptotic chi-square distribution under certain condition.The obtained results present asymptotic confidence region of the mean.