摘要
综合最近邻法和最小二乘法,定义了β、g和σ2的估计量,分别就删失分布G已知和未知的情形,在适当的条件下证明了β的估计量的渐近正态性.
In this paper,we propose estimation of semi-parameter regression model with censored data.we can estimate β,g and σ2 by the nearest neighbour and least square methods.As a result,the asymptotic normality of β estimation is obtained under some suitable conditions.
出处
《南昌水专学报》
CAS
2002年第2期11-16,共6页
Journal of Nanchang College of Water Conservancy and Hydroelectric Power
基金
国家自然科学基金资助项目(7996003)
关键词
半参数回归模型
删失数据
渐近正态性
semi-parametric regression model
censored data
asymptotic normality.
