带有删失函数型协变量的半函数型部分线性模型的估计研究

Estimation of semi-functional partially linear models with censored functional covariates

  • 摘要: 本文在删失函数型协变量背景下,研究半函数型部分线性模型的估计问题,通过使用曲线扩展算法把删失函数型数据扩展为完整函数型数据。该算法具有很好的准确性和灵活性,避免删失函数型数据难以建模的问题.使用最小二乘估计和函数型核估计方法分别得到模型中未知参数和平滑算子的估计值.通过数值模拟验证该算法的有效性,并应用于真实数据集Tecator和肝硬化数据集的数据分析中。

     

    Abstract: In this paper,we study the estimation problem of semi-functional partial linear models under the background of censored function covariates,and extend censored function data to complete function data by using a curve extension algorithm. The algorithm has good accuracy and flexibility§ and avoids the problem that the censored function data is difficult to model. The estimates of unknown parameters and smoothing operators in the model are obtained by least square estimation and functional kernel estimation§respectively. The effectiveness of the proposed algorithm is verified by numerical simulation,and applied to data analysis of Tecator and Primary Biliary Cirrhosis data sets.

     

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