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Ⅱ型区间删失数据下广义部分线性模型的筛极大似然估计(英文)
引用本文:王晓光,宋立新.Ⅱ型区间删失数据下广义部分线性模型的筛极大似然估计(英文)[J].东北数学,2008,24(2):150-162.
作者姓名:王晓光  宋立新
作者单位:Department;Applied;Mathematics;Dalian;University;Technology;
基金项目:The talent research fund launched,国家自然科学基金
摘    要:This article concerded with a semiparametric generalized partial linear model (GPLM) with the type Ⅱ censored data. A sieve maximum likelihood estimator (MLE) is proposed to estimate the parameter component, allowing exploration of the nonlinear relationship between a certain covariate and the response function. Asymptotic properties of the proposed sieve MLEs are discussed. Under some mild conditions, the estimators are shown to be strongly consistent. Moreover, the estimators of the unknown parameters are asymptotically normal and efficient, and the estimator of the nonparametric function has an optimal convergence rate.

关 键 词:Ⅱ型区间删失数据  广义部分线性模型  筛极大似然估计  数理统计

Sieve MLE for Generalized Partial Linear Models with Type Ⅱ Interval-censored Data
WANG Xiao-guang SONG Li-xin.Sieve MLE for Generalized Partial Linear Models with Type Ⅱ Interval-censored Data[J].Northeastern Mathematical Journal,2008,24(2):150-162.
Authors:WANG Xiao-guang SONG Li-xin
Institution:Department of Applied Mathematics, Dalian University of Technology, Dalian, 116024
Abstract:This article concerded with a semiparametric generalized partial linear model (GPLM) with the type Ⅱ censored data. A sieve maximum likelihood estimator (MLE) is proposed to estimate the parameter component, allowing exploration of the nonlinear relationship between a certain covariate and the response function.Asymptotic properties of the proposed sieve MLEs are discussed. Under some mild conditions, the estimators are shown to be strongly consistent. Moreover, the estimators of the unknown parameters are asymptotically normal and efficient, and the estimator of the nonparametric function has an optimal convergence rate.
Keywords:generalized partial linear model  Sieve maximum likelihood estimator  strongly consistent  optimal convergence rate  asymptotically efficient estimator
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