摘要: |
本文研究了删失数据半参数回归模型的渐近正态性问题.利用样条光顺和合成数据的方法,获得了参数β、非参数h(t)的样条估计量,以及参数估计量的渐近正态性,推广了完全数据情形的相应结果[4]. |
关键词: 半参数回归模型 样条估计 删失数据 渐近正态性MR(2010)主题分类号:62G05 62N01 |
DOI: |
分类号:O212.1 |
基金项目:Supported by Scientific Research Item of Department of Education,Hubei(D20092207); the Key Project of Chinese Ministry of Education(209078) |
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ASYMPTOTIC NORMALITY OF SPLINE ESTIMATORS IN A SEMIPARAMETRIC REGRESSION MODEL WITH CENSORED DATA |
HU Hong-chang,ZHANG Jie
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HU Hong-chang,ZHANG Jie (School of Mathematics and Statistics,Hubei Normal University,Huangshi 435002,China)
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Abstract: |
In the article, we consider a semiparametric regression model with censored data.By using spline smoothing and the synthetic data methods, the estimators of parameter β and nonparameter h(t) are given, the asymptotic normality of the parametric estimator is investigated,which extend the result in the case of complete data [4]. |
Key words: semiparametric regression model spline smoothing estimator censored data asymptotic normality |