删失数据下半变系数模型估计的渐近正态性

The Asymptotic Normality of Estimation on SemivaryingCoefficient Models with Censored Data

  • 摘要: 半变系数回归模型是变系数回归模型的有效推广, 已获得了广泛的应用. 本文在响应变量随机删失下对其进行讨论, 给出常系数和函数系数的估计, 并证明了该估计的渐近正态性.

     

    Abstract: Semivarying coefficient models are generalization of the varying-coefficient regression models, which have extremely wide applications. We studied them with censored data in this paper. By transform data, the estimator of parametric component and nonparametric component on semivarying coefficient models are developed. Asymptotic normalities of the estimator are investigated.

     

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