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作者:

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

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摘要:

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.

关键词:

Estimation isotonic regression measurement errors randomly right censored semiparametric

作者机构:

  • [ 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

通讯作者信息:

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

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来源 :

JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY

ISSN: 1009-6124

年份: 2013

期: 3

卷: 26

页码: 441-461

2 . 1 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:64

JCR分区:4

中科院分区:4

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WoS核心集被引频次: 0

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ESI高被引论文在榜: 0 展开所有

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