SEMIPARAMETRIC ANALYSIS OF ISOTONIC ERRORS-IN-VARIABLES REGRESSION MODELS WITH RANDOMLY RIGHT CENSORED RESPONSE  

作　　者：SUN Zhimeng ZHANG Zhongzhan DU Jiang 

机构地区：[1]School of Statistics, Central University of Finance and Economics, Beijing 100081, China [2]College of AppliedSciences, Beijing University of Technology, Beijing 100124, China

出　　处：《Journal of Systems Science & Complexity》2013年第3期441-461,共21页系统科学与复杂性学报（英文版）

基　　金：supported by the National Natural Science Foundation of China under Grant No.10971007;Foundation of Academic Discipline Program at Central University of Finance and Economics;Funding Project of Science and Technology Research Plan of Beijing Education Committee under Grant No.00600054K1002;Fund of 211 Project at Central University of Finance and Economics;2012 National Project of Statistical Research

摘　　要：This paper considers the estimation of a semiparametric isotonic regression model when the covariates are measured with additive errors and the response is randomly right censored by a censoring time.The authors show that the proposed estimator of the regression parameter is rootn consistent and asymptotically normal.The authors also show that the isotonic estimator of the functional component,at a fixed point,is cubic root-n consistent and converges in distribution to the slope at zero of the greatest convex minorant of the sum of a two-sided standard Brownian motion and the square of the time parameter.A simulation study is carried out to investigate the performance of the estimators proposed in this article.

关 键 词：Estimation isotonic regression measurement errors randomly right censored semiparametric. 

分 类 号：O212.1[理学—概率论与数理统计]