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

右删失数据下回归函数的局部组合分位数回归估计 被引量：1

Local composite quantile regression estimator of regression function with right censored data
下载PDF
导出
摘要 本文研究右删失数据情形下的组合分位数回归模型,采用局部多项式逼近来估计回归函数,得到回归函数在某一点的估计量的渐近正态性和区间估计,并通过蒙特卡洛模拟验证了所提方法的有限样本性质。 This paper studies the composite quantile regression model for the right censored data.By approximating the regression function with local polynomial,the asymptotic normality and interval estimation of the estimator for the function value at a point are obtained.The finite sample performance of the proposed method is verified by Monte Carlo simulations.
作者 何晓霞 刘熙 王志明
机构地区 武汉科技大学理学院
出处 《武汉科技大学学报》 CAS 北大核心 2016年第4期309-316,共8页 Journal of Wuhan University of Science and Technology
基金 国家自然科学基金资助项目(11201356)
关键词 删失数据 回归函数 分位数回归 渐近正态性 局部多项式 非参数回归 censored data regression function quantile regression asymptotic normality local polynomial non-parametric regression
分类号 O212.7 [理学—概率论与数理统计]
  • 相关文献

参考文献12

  • 1Zou H, Yuan M. Composite quantile regression and the oracle model selection theory[J]. The Annals of Statistics, 2008, 36(3) :1108-1126.
  • 2Kai B, Li R, Zou H. Local composite quantile regression smoothing: an efficient and safe alternative to local poly- nomial regression[J]. Journal of the Royal Statistical Society .. Series B (Statistical Methodology), 2010, 72 (1) .. 49- 69.
  • 3Jiang R, Zhou Z G, Qian W M, et al. Single-index composite quantile regression[J]. Journal of the Korean Statis- tical Society, 2012, 41(3)323-332.
  • 4吕亚召,张日权,赵为华,刘吉彩.部分线性单指标模型的复合分位数回归及变量选择[J].中国科学：数学,2014,44(12):1299-1322. 被引量：8
  • 5Koul H, Susarla V, Van Ryzin J. Regression analysis with randomly right-censored data[J]. The Annals of Statis- tics,1981, 9(6) :1276-1288.
  • 6Wang J F, Ma W M, Zhang H Z, et al. Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data[J]. Statistics and Probability Letters, 2013, 83:1571-1579.
  • 7Portnoy S. Censored quantile regression[J]. Journal of the American Statistical Association, 2003, 98:1001-1012.
  • 8Wang H J, Wang L. Locally weighted censored quantile regression[J]. Journal of the American Statistical Associa- tion, 2009, 104:1117-1128.
  • 9Shows J H, Lu W B, Zhang H H. Sparse estimation and inference for censored median regression[J]. Journal of Statistical Planning and Inference, 2010,140 : 1903-1917.
  • 10Knight K. Limiting distributions for L regression estimators under general conditions[J]. Tble Annals of Statistics, 1998, 26(2) :755-770.

二级参考文献30

  • 1Ruppert D, Wand M P, Carroll R J. Semiparametric Regression. Cambridg: Cambridge University Press, 2003.
  • 2Hardle W, Gao J, Liang H. Partially Linear Models. New York: Springer, 2007.
  • 3Carroll R J, Fan J, Gijbels I, et al. Generalized partially linear single-index models. J Amer Statist Assoc, 1997, 92: 477-489.
  • 4Yu Y, Ruppert D. Penalized spline estimation for partially linear single-index models. J Amer Statist Assoc, 2002, 97: 1042-1054.
  • 5Xia Y, Hardle W. Semi-parametric estimation of partially linear single-index models. J Multivariate Anal, 2006, 97: 1162-1184.
  • 6Xia Y, Tong H, Li W L, et ai. An adaptive estimation of dimension reduction space. J R star Soc Ser B Stat Methodol, 2002, 64:363-410.
  • 7Liang H, Li R, Liu X, et al. Estimation and testing for partially linear single-index models. Ann Statist, 2010, 38: 3811-3836.
  • 8Wang J L, Xue L, Zhu L X, et ai. Estimation for a partial-linear single-index model. Ann Statist, 2010, 38:246-274.
  • 9Koenker R, Basset G S. Regression quantiles. Econometrica, 1978, 46:33-50.
  • 10Koenker R. Quantile Regression. Cambridge: Cambridge University Press, 2005.

共引文献7

引证文献1

武汉科技大学学报
2016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