| 删失数据下回归函数的加权局部复合分位数回归估计 |
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| 引用本文： | 王江峰,裘良华,张慧增.删失数据下回归函数的加权局部复合分位数回归估计[J].高校应用数学学报(A辑),2019,34(1):11-24. |
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| 作者姓名： | 王江峰 裘良华 张慧增 |
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| 作者单位： | 浙江工商大学 统计与数学学院,浙江杭州,310018;杭州师范大学 钱江学院,浙江杭州,310036;杭州师范大学 理学院,浙江杭州,310036 |
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| 摘 要： | 在右删失数据下,研究了误差具有异方差结构的非参数回归模型,利用局部多项式方法构造了回归函数的加权局部复合分位数回归估计,并得到了该估计的渐近正态性结果,最后通过模拟,当误差为重尾分布时,该估计比局部多项式估计以及核估计表现得更好.
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| 关 键 词： | 右删失数据 复合分位数回归 回归函数 渐近正态性 |
Weighted local composite quantile regression estimation in non-parametric regression model under right-censored data |
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| WANG Jiang-feng,QIU Liang-hua,ZHANG Hui-zeng.Weighted local composite quantile regression estimation in non-parametric regression model under right-censored data[J].Applied Mathematics A Journal of Chinese Universities,2019,34(1):11-24. |
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| Authors: | WANG Jiang-feng QIU Liang-hua ZHANG Hui-zeng |
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| Institution: | (School of Statis. Math., Zhejiang Gongshang Univ., Hangzhou 310018, China;School of Qianjiang., Hangzhou Normal Univ., Hangzhou 310036, China;School of Science., Hangzhou Normal Univ., Hangzhou 310036, China) |
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| Abstract: | In this paper, the nonparametric regression model with heteroscedastic error is considered under right-cesored data. Based on the local polynomial method, a weighted local composite quantile regression estimator of regression function is constructed. Under appropriate assumptions, the asymptotic normality of the estimator is also established. The simulation studies show that the paper's estimators perform better than the local polynomial estimator and the kernel estimation when the error is the heavy tail distribution. |
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| Keywords: | right-cesored data composite quantile regression non-parametric regression asymptotic normality |
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