应用概率统计
應用概率統計
응용개솔통계
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2009年
6期
641-648
,共8页
删失数据%半变系数模型%渐近正态性.
刪失數據%半變繫數模型%漸近正態性.
산실수거%반변계수모형%점근정태성.
Censored data%semivarying coefficient models%asymptotic normality.
半变系数回归模型是变系数回归模型的有效推广,已获得了广泛的应用.本文在响应变量随机删失下对其进行讨论,给出常系数和函数系数的估计,并证明了该估计的渐近正态性.
半變繫數迴歸模型是變繫數迴歸模型的有效推廣,已穫得瞭廣汎的應用.本文在響應變量隨機刪失下對其進行討論,給齣常繫數和函數繫數的估計,併證明瞭該估計的漸近正態性.
반변계수회귀모형시변계수회귀모형적유효추엄,이획득료엄범적응용.본문재향응변량수궤산실하대기진행토론,급출상계수화함수계수적고계,병증명료해고계적점근정태성.
Semivarying coefficient models are generalization of the varying-coefficient regression models, which have extremely wide applications. We studied them with censored data in this paper. By transform data, the estimator of parametric component and nonparametric component on semivarying coefficient models are developed. Asymptotic normalities of the estimator are investigated.
