| 删失数据中删失指标随机缺失下回归函数的非参数估计 |
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| 引用本文： | 王景乐,郑明.删失数据中删失指标随机缺失下回归函数的非参数估计[J].应用概率统计,2014,30(5):476-490. |
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| 作者姓名： | 王景乐 郑明 |
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| 作者单位： | 1. 对外经济贸易大学统计学院,北京,100029
2. 复旦大学管理学院统计学系,上海,200433 |
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| 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.
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| 关 键 词： | 核估计 随机删失 随机缺失 回归函数 |
Nonparametric Regression Estimation with Missing Censoring Indicators |
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| WANG JINGLE,ZHENG MING.Nonparametric Regression Estimation with Missing Censoring Indicators[J].Chinese Journal of Applied Probability and Statisties,2014,30(5):476-490. |
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| Authors: | WANG JINGLE ZHENG MING |
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| Institution: | School of Statistics, University of International Business and Economics; Department of Statistics, School of Management, Fudan University |
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| 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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| Keywords: | Kernel estimation random censoring missing at random regression function |
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