删失指标随机缺失下条件分位数的加权双核局部线性估计

Weighted Double-Kernel Local Linear Estimators of Conditional Quantiles with Censoring Indicators Missing at Random

文章在删失指标随机缺失下,当协变量为多维时,分别构造了条件分布函数的加权双核局部线性校准估计、插值估计以及逆概率估计;进一步,利用这些估计导出了条件分位数的相应估计,并建立了这些估计的渐近正态性结果;最后,通过模拟分析了这些估计在有限样本数据下的渐近性质.

In this paper,we construct a weighted double-kernel local linear calibration estimator,an imputation estimator and an inverse probability estimator of conditional distribution function when censoring indicators are missing at random and covariates are multidimensional.Furthermore,the corresponding estimators of conditional quantiles are derived by using these estimators,and the asymptotic normality results of these estimators are established.Finally,the simulation studies are conducted to illustrate the finite sample performance of the estimators.