所属单位：

理学院

发表刊物：

ALEA-Latin American Journal of Probability and Mathematical Statistics

关键字：

中文关键字：变系数模型；随机右删失；加权局部线性光滑；渐近正态性，英文关键字：Varying coefficient models; random right censoring

摘要：

In this paper, we propose a new estimation method for randomly right censored varying coefficient models and establish the asymptotic normality of the resulting estimator. Compared to the existing estimation method, the proposed estimation method is computationally simple and practically feasible since it requires no transformation of data. Simulation studies are conducted to assess the finite sample performance of the proposed estimation method against that of the existing estimation method. The simulation results demonstrate that the proposed estimation method performs much better than the existing estimation method.

备注：

李体政

第一作者：

李体政

论文类型：

期刊论文

卷号：

卷：13

期号：

期：2

页面范围：

页：753-778

是否译文：

否

发表时间：

2016-08-01