CAJ | 학술논문

研究了删失数据下的变系数模型．由于数据删失，常用的统计方法不能直接应用于此模型．首先利用一种变换方法对响应变量观测值进行条件无偏修正；然后，正如完全数据一样，利用小波方法，给出了系数函数的小波估计．在关于系数函数光滑性的较弱的假设条件下建立了该估计的渐近正态性．
연구료산실수거하적변계수모형．유우수거산실，상용적통계방법불능직접응용우차모형．수선이용일충변환방법대향응변량관측치진행조건무편수정；연후，정여완전수거일양，이용소파방법，급출료계수함수적소파고계．재관우계수함수광활성적교약적가설조건하건립료해고계적점근정태성．
Varying-coefficient models with censored data are studied. For censored data, the usual statistical techniques are not directly applicable to this model. First, a general trans formation method is used to transform the response observation into conditionally unbiased modification. Then, wavelet estimator of the coefficient functions is proposed as complete data by wavelet procedure. Asymptotic normality of the proposed estimator is established under the weaker assumptions about the smoothness of the coefficient functions.