Local polynomial-brunk estimation in semi-parametric monotone errors-in-variables model with right-censored data

被引:0
|
作者
Wei Xia
Zhao Chen
Wuqing Wu
Jianjun Zhou
机构
[1] University of Science and Technology,Department of Finance and Statistics
[2] Princeton University,Department of Operations Research and Financial Engineering
[3] Renmin University of China,School of Business
[4] Yunnan University,School of Mathematics and Statistics
关键词
B-spline; grouped brunk; local polynomial; monotone regression; right-censored semiparametric model;
D O I
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中图分类号
学科分类号
摘要
This paper introduces a semi-parametric model with right-censored data and a monotone constraint on the nonparametric part. The authors study the local linear estimators of the parametric coefficients and apply B-spline method to approximate the nonparametric part based on grouped data. The authors obtain the rates of convergence for parametric and nonparametric estimators. Moreover, the authors also prove that the nonparametric estimator is consistent at the boundary. At last, the authors investigate the finite sample performance of the estimation.
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页码:938 / 960
页数:22
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