OALib Journal期刊
ISSN: 2333-9721
费用：99美元

投递稿件

查看量	下载量

相关文章
更多...

北京工业大学学报 2009

随机右删失数据下单调回归函数的估计

Keywords: 非参数统计,随机误差,回归分析,估计理论

Full-Text Cite this paper Add to My Lib

Abstract:

为了在随机右删失数据情况下,给出单调回归函数的合理估计,利用最大凸弱函数的理论和把未删失数据垫高的统计思想,得到了单调回归函数的一个新的估计.与核估计等传统的估计相比,该估计保证了单调性,因此在实际应用中(如儿童的生长曲线的制定等),当出现右删失情况且由历史经验或常识断定回归函数是单调函数时,该估计方法更加自然和贴近实际.并在一定的假设条件下,研究了该估计的渐近分布和相合性,得到了较好的极限性质.

References

[1]	MAMMEN E,MARRON J S,TURLACH B A,et al.A general projection frame-work for constrained smoothing[J].Statist Sci,2001,16(3):323-348.
[2]	DETTE H,NEUMEYER N,PILZ K F.A simple nonparametric estimator of a strictly monotone regression function[J].Bernoulli,2006,12(3):469-490.
[3]	ANTONIADIS A,BIGOT J,GIJBELS I.Penalized wavelet monotone regression[J].Statistics and Probability Letters,2007,77(16):1608-1621.
[4]	比少普,史蒂芬.离散多元分析[M]∥理论与实践.张尧庭,译.北京:中国统计出版社,1997:582.
[5]	王启华.生存数据统计分析[M].北京:科学出版社,2006:197-200.
[6]	DABROWSKA D M.Nonparametric regression with censored survival time data[J].Scand J Statist,1987,14(3):181-197.
[7]	KIM H T,TRUONG Y K.Nonparametric regression estimates with censored data:local linear smoothers and theirapplications[J].Biometrics,1998,54(4):1434-1444.
[8]	ZHENG Z K.Strong consistency of nonparametric regression estimates with censored data[J].J Math Res Exposition,1988(2):307-313.
[9]	BRUNK H D.On an inequality for convex functions[J].Proc Amer Math Soc,1956,7:817-824.
[10]	WRIGHT F T.The asymptotic behavior of monotone regression estimates[J].The Annals of Statistics,1981,9(2):443-448.
[11]	ROBERTSON T,WRIGHT F T,DYKSTRA R.Order restricted statistical inference[M].New York:John Wiley andSons,1988.
[12]	HALL P,HUANG L S.Nonparametric kernel regression subject to mono-tonicity constraints[J].The Annals of Statistics,2001,29(3):624-647.

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133