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删失数据半参数回归模型的样条估计量的渐近正态性
胡宏昌,张捷
湖北师范学院数学与统计学院,湖北黄石,435002
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)
ASYMPTOTIC NORMALITY OF SPLINE ESTIMATORS IN A SEMIPARAMETRIC REGRESSION MODEL WITH CENSORED DATA
HU Hong-chang,ZHANG Jie
HU Hong-chang,ZHANG Jie (School of Mathematics and Statistics,Hubei Normal University,Huangshi 435002,China)
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