Asymptotic properties for the semiparametric regression model with randomly censored data
Asymptotic properties for the semiparametric regression model with randomly censored data作者机构:Institute of Applied MathematicsChinese Academy of SciencesBeijing 100080China Department of Probability and StatisticsPeking UniversityBeijing 100871China
出 版 物:《Science China Mathematics》 (中国科学:数学(英文版))
年 卷 期:1997年第40卷第9期
页 面:945-957页
核心收录:
学科分类:07[理学] 070205[理学-凝聚态物理] 08[工学] 080501[工学-材料物理与化学] 0805[工学-材料科学与工程(可授工学、理学学位)] 0703[理学-化学] 0702[理学-物理学]
主 题:random censorship semiparametric regression asymptotic normality.
摘 要:Suppose that the patients’ survival times,Y,are random variables following the semiparametric regression model Y=Xβ+g(T)+ε,where (X,T) is a radom vector taking values in R×[0,1],β is an unknown parameter,g(·) is an unknown smooth regression function and εis the random error with zero mean and variance σ*** is assumed that (X,T) is independent of ε.The estimators βn and gm(·) ofβ and g(·) are defined,respectively,when the observations are randomly censored on the right and the censoring distribution is ***,it isshown that βm is asymptotically normal and gm(·) is weak consistence with rate Op(n-1/3).