左截断右删失数据下半参数模型风险率函数估计

文章给出了右删失左截断数据半参数模型下的风险率函数估计,讨论了风险率函数估计的渐近性质,获得了这些估计的渐近正态性,对数律和重对数律.由于假定删失机制服从半参数模型下,从而知道模型的更多信息,因此对于给出参数的极大似然估计,可以改进风险率函数估计的渐近性质.也就是说,删失数据模型具有半参数的辅助信息下, 风险率函数估计的渐近方差比通常的完全非参数的估计的渐近方差更小.这说明加入了额外的信息提高了风险率函数估计的效率.

ASYMPTOTIC BEHAVIOR OF HAZARD RATE ESTIMATOR ON SEMIPARAMETERIC MODEL WITH TRUNCATED AND CENSORED DATA

In this paper,it is proposed the estimation of hazard rate function in semi- parametric model with truncated and censored data taking into the auxiliary information account.The asymptotic properties of the hazard rate estimators are derived including the asymptotic normality,the law of logarithm and the law of the iterated logarithm.In this semiparametric model,the maximum likelihood estimator of the unknown parametric has been incorporated into estimation of the hazard rate function,it shows that estimator of the hazard rate has smaller asymptotic variance than the usual nonparametric estimator. That means that the estimator of the hazard rate function is more efficinet than the usual estimator.