Asymptotic Properties of Wavelet Estimators in a Semiparametric Regression Model with Censored Data

被引:1
|
作者
HU Hongchang 1
2. School of Mathematics and Statistics
机构
基金
中国国家自然科学基金;
关键词
semiparametric regression model; censored data; wavelet estimate; asymptotic normality; convergence rate in probability;
D O I
暂无
中图分类号
O212.1 [一般数理统计];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Consider a semiparametric regression model Y;=X;β+g(t;)+e;, 1 ≤ i ≤ n, where Y;is censored on the right by another random variable C;with known or unknown distribution G. The wavelet estimators of parameter and nonparametric part are given by the wavelet smoothing and the synthetic data methods. Under general conditions, the asymptotic normality for the wavelet estimators and the convergence rates for the wavelet estimators of nonparametric components are investigated. A numerical example is given.
引用
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页码:290 / 296
页数:7
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