随机删失下半参数估计的强相合性

Strong Consistency of an Estimator In Semiparametric Model with Censored Data

主要讨论了随机删失下的部分线性模型,利用基于分布函数的核估计和最小二乘法,给出了删失情况下参数和非参数部分的估计,并证明了它们的强相合性.

For semiparametric regression model with censored data, we firstly propose the estimators of parametric and nonparametric part by the use of kernel method based on distri- bution function and least squares methods. Secondly, the strong consistency of our proposed estimators is proved.