논문KCI 등재
Asymptotic normality of estimator in non-parametric model under censored samples
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Abstract
Consider the regression modelY_i=g(x_i)+e_i for i=1,2,ldots, n,where: (1) x_i are fixed design points, (2) e_i are independentrandom errors with mean zero, (3) g(cdot) is unknown regressionfunction defined on [0,1]. Under Y_i are censored randomly, wediscuss the asymptotic normality of the weighted kernel estimatorsof g when the censored distribution function is known or unknown.
참고문헌 (9)
- "Strong uniform consistency fornonparametric survival curve estimators from randomly censoreddata", pp.122~ (1981)
- "Nonparametric functionrecovering from noisy observations", pp.1~ (1986)
- "Regression analysis with randomly right-censored data", pp.1276~ (1981)
- "Asymptotic theory of statisticalinference Wiley Series in Probability and MathematicalStatistics" (1987), Inc.
- "Consistent regression estimation with fixed design points under dependence conditions", pp.41~ (1989)
- "Fixed designregression for time series", asymptotic(rmality), pp.262~ (1992)
- "Fixed-design regression for linear time series", 24(3), pp.975~991 (1996)
- "Some convergence properties of weighted kernel estimators of regression functions under random censorship", 19(3), pp.338~350 (1996)
- "Strong uniform convergence rates of wavelet estimates of regression function under complete and censored data", 25(3), pp.430~438 (2002)
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