摘要
通过对协变量出现删失时分位数回归模型的估计问题的研究,构造非线性分位数回归模型并采用逆概率加权方法对协变量的删失进行处理.在一定条件下,探究协变量删失下的经验似然推断及相合性与渐近正态性.
Through the research on the estimation of the time scale regression model when the covariates are censored,nonlinear quantile regression model is constructed and the censored covariates are processed by the inverse probability weighting method.Under certain conditions,the empirical likelihood inference,consistency and asymptotic normality under the censored covariates are explored.
作者
胡天琳
HU Tianlin(School of Mathematics and Statistics,Minnan Normal University,Zhangzhou,Fujian 363000,China)
出处
《闽南师范大学学报（自然科学版）》
2023年第2期50-59,共10页
Journal of Minnan Normal University：Natural Science
基金
国家社会科学基金(20XTJ003)。
关键词
非线性分位数回归
删失数据
渐近正态性
逆概率加权
经验似然
nonlinear quantile regression
censored data
asymptotic normality
inverse probability weighting
empirical likelihood
