This paper introduces a semi-parametric model with right-censored data and a monotone constraint on the nonparametrie part. The authors study the local linear estimators of the parametric coefficients and apply B-spli...This paper introduces a semi-parametric model with right-censored data and a monotone constraint on the nonparametrie part. The authors study the local linear estimators of the parametric coefficients and apply B-spline method to approximate the nonparametric part based on grouped data. The authors obtain the rates of convergence for parametric and nonparametric estimators. Moreover, the authors also prove that the nonparametric estimator is consistent at the boundary. At last, the authors investigate the finite sample performance of the estimation.展开更多
In the paper, a novel practical approach to construct a composite indicator （CI） is pro- posed. The key idea is to decide the weights of sub-indicators in constructing a composite indicator by maximizing the sum of ...In the paper, a novel practical approach to construct a composite indicator （CI） is pro- posed. The key idea is to decide the weights of sub-indicators in constructing a composite indicator by maximizing the sum of squared correlations between the CI and sub-indicators. The CI obtained in this fashion has the maximum sum of squared correlations among all linear estimators. In addition, the simple, exact and explicit solutions of weights are proposed under the condition of non-negative irreducible matrix. Moreover, under this particular condition, the proposed method will become the principal component analysis. For illustration purpose, the proposed novel approach is utilized to cal- culate Sustainable Energy Index and Human Development Index which are two often-used cases to compare models in the literatures. The results the methods of Hatefi, et al. （2010） and Zhou all sub-indicators＇ correlations. show that the power of the proposed method outweigh et al. （2007） in terms of the sum of absolute values of展开更多
基金supported by Fundamental Research Funds for the Central Universitiesthe Research Funds of Renmin University of China under Grant No.11XNK027
文摘This paper introduces a semi-parametric model with right-censored data and a monotone constraint on the nonparametrie part. The authors study the local linear estimators of the parametric coefficients and apply B-spline method to approximate the nonparametric part based on grouped data. The authors obtain the rates of convergence for parametric and nonparametric estimators. Moreover, the authors also prove that the nonparametric estimator is consistent at the boundary. At last, the authors investigate the finite sample performance of the estimation.
基金supported by National Natural Science Foundation of China under Grant No.71003100the Fundamental Research Funds for the Central Universitiesthe Research Funds of Renmin University of China under Grant No.11XNK027
文摘In the paper, a novel practical approach to construct a composite indicator （CI） is pro- posed. The key idea is to decide the weights of sub-indicators in constructing a composite indicator by maximizing the sum of squared correlations between the CI and sub-indicators. The CI obtained in this fashion has the maximum sum of squared correlations among all linear estimators. In addition, the simple, exact and explicit solutions of weights are proposed under the condition of non-negative irreducible matrix. Moreover, under this particular condition, the proposed method will become the principal component analysis. For illustration purpose, the proposed novel approach is utilized to cal- culate Sustainable Energy Index and Human Development Index which are two often-used cases to compare models in the literatures. The results the methods of Hatefi, et al. （2010） and Zhou all sub-indicators＇ correlations. show that the power of the proposed method outweigh et al. （2007） in terms of the sum of absolute values of
