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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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EI Scopus SCIE

摘要:

This article is concerned with the estimation problem in the semiparametric isotonic regression model when the covariates are measured with additive errors and the response is missing at random. An inverse marginal probability weighted imputation approach is developed to estimate the regression parameters and a least-square approach under monotone constraint is employed to estimate the functional component. We show that the proposed estimator of the regression parameter is root-n consistent and asymptotically normal and the isotonic estimator of the functional component, at a fixed point, is cubic root-n consistent. A simulation study is conducted to examine the finite-sample properties of the proposed estimators. A data set is used to demonstrate the proposed approach.

关键词:

Estimation Isotonic regression Measurement errors Missing Semiparametric

作者机构:

  • [ 1 ] [Sun, Zhimeng]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Zhang, Zhongzhan]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

通讯作者信息:

  • [Sun, Zhimeng]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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来源 :

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

ISSN: 0361-0926

年份: 2012

期: 11

卷: 41

页码: 2034-2060

0 . 8 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:74

JCR分区:4

中科院分区:4

被引次数:

WoS核心集被引频次: 8

SCOPUS被引频次: 8

ESI高被引论文在榜: 0 展开所有

万方被引频次:

中文被引频次:

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