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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.
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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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