Asymptotic normality in a semiparametric partially linear model with right-censored data

被引：8
|
作者：
Liang, H
Zhou, Y
机构：
[1] Acad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China
[2] Inst Stat & Econometr, D-10178 Berlin, Germany
[3] Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1998年 / 27卷 / 12期
基金：
中国国家自然科学基金;
关键词：
Kaplan-Meier estimator; split-sample;
D O I：
10.1080/03610929808832262
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The effect of incomplete observation characteristics in a semiparametric partially linear model is examined. To construct estimate of interest-in-parameter, synthetic data and generalized profile likelihood, are employed. It is shown that the resulting estimator is asymptotic normal under mild assumptions. Simulations are also presented to explain the behavior of the estimate in the case of small-samples.
引用
收藏
页码：2895 / 2907
页数：13
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