机构地区: 北京工业大学应用数理学院
出 处: 《应用数学学报》 2006年第3期415-427,共13页
摘 要: 研究了删失数据下的变系数回归模型.通过数据变换,利用局部多项式方法,给出了系数函数的局部加权最小二乘估计.证明了该估计的渐近偏差和渐近方差,同时获得了该估计的渐近正态性. Varying-coefficient models with censored data are studied. By the transformation of the data, the local weighted least squares estimators for coefficient funtion are proposed by local polynomial procedure. Asymptotic bais and variance are obtained, and asymptotic normality is also established.