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Author:

Sun Zhimeng (Sun Zhimeng.) | Zhang Zhongzhan (Zhang Zhongzhan.) (Scholars:张忠占) | Du Jiang (Du Jiang.) (Scholars:杜江)

Indexed by:

EI Scopus SCIE CSCD

Abstract:

This paper considers the estimation of a semiparametric isotonic regression model when the covariates are measured with additive errors and the response is randomly right censored by a censoring time. The authors show that the proposed estimator of the regression parameter is rootn consistent and asymptotically normal. The authors also show that the isotonic estimator of the functional component, at a fixed point, is cubic root-n consistent and converges in distribution to the slope at zero of the greatest convex minorant of the sum of a two-sided standard Brownian motion and the square of the time parameter. A simulation study is carried out to investigate the performance of the estimators proposed in this article.

Keyword:

isotonic regression randomly right censored measurement errors Estimation semiparametric

Author Community:

  • [ 1 ] [Sun Zhimeng]Cent Univ Finance & Econ, Sch Stat, Beijing 100081, Peoples R China
  • [ 2 ] [Sun Zhimeng]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Zhang Zhongzhan]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 4 ] [Du Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

Reprint Author's Address:

  • [Sun Zhimeng]Cent Univ Finance & Econ, Sch Stat, Beijing 100081, Peoples R China

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Source :

JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY

ISSN: 1009-6124

Year: 2013

Issue: 3

Volume: 26

Page: 441-461

2 . 1 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

JCR Journal Grade:4

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 2

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