随机右删失下回归函数的正态逼近

Normal Approximation in Regression from Censored Data

  • 摘要: 在随机右删失下,我们考虑了模型Yi=g(xi)+εi,1≤in.当εi’s不服从正态分布时,我们构造了g(x)的估计式^gn(x),并且利用强逼近的结论,导出了^gn(x)-E^gn(x)的正态逼近结果,得到了较快的收敛速度.

     

    Abstract: In this paper, a Nadaraya-Watson kernel regression estimator of is constructed from censored data, we use the strong approximation results to derive a normal approximation to the distribution from the model.

     

/

返回文章
返回