删失数据中删失指标随机缺失下回归函数的非参数估计

Nonparametric Regression Estimation with Missing Censoring Indicators

  • 摘要: 本文在删失数据中删失指标随机缺失的情况下, 运用非参数方法给出了回归函数的两种估计量, 给出了估计量的一致收敛速度以及渐近分布, 并进一步通过数值模拟验证了所提方法在有限样本下的性质.

     

    Abstract: Nonparametric regression estimation has been studied intensively for the censored data. However, in some practical applications, some censoring indicators may be missing because of various reasons. In this paper, we propose two kernel estimators for the regression function when the censoring indicator is missing at random. The strong uniform convergence rates and the asymptotic normality of the estimators are established. Some simulations are carried out to assess the finite sample performances of the proposed methods.

     

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