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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
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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]
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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.
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二级参考文献30

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共引文献6

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武汉科技大学学报
2016年 第4期

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