带有右删失的最小乘积相对误差估计  

Least product relative error estimation with right censoring

作　　者：胡大海 张伟平[1] 

机构地区：[1]中国科学技术大学管理学院统计与金融系,安徽合肥230026

出　　处：《中国科学技术大学学报》2017年第9期755-761,共7页JUSTC

基　　金：国家自然科学基金(11671374)资助

摘　　要：考虑了带有右删失的乘积回归模型.在随机右删失的情形下,通过逆概率加权的方法将乘积相对误差准则推广到右删失的情形.在一定的正则条件下,建立了估计的相合性和渐近正态性.最后,通过数值模拟展示所提出方法的效果.The multiplicative regression model with right censoring was considered. Under the random right censorship,the criterion of the least product relative error（ LPRE） was extended to the case with right censoring.Under some regular conditions, the consistency and asymptotic normality were established. Finally, some simulations were conducted to examine the finite performance of the proposed method.

关 键 词：乘积回归模型 相对误差 删失 逆概率加权 

分 类 号：O212.1[理学—概率论与数理统计]