Weighted local polynomial estimations of a non-parametric function with censoring indicators missing at random and their applications  

作　　者：Jiangfeng WANG Yangcheng ZHOU Ju TANG 

机构地区：[1]School of Statistics and Mathematics,Zhejiang Gongshang University,Hangzhou 310018,China [2]Collaborative Innovation Center of Statistical Data Engineering,Technology&Application,Zhejiang Gongshang University,Hangzhou 310018,China

出　　处：《Frontiers of Mathematics in China》2022年第1期117-139,共23页中国高等学校学术文摘·数学（英文）

基　　金：supported in part by the National Social Science Foundation of China(Grant No.20BTJ049).

摘　　要：In this paper,we consider the weighted local polynomial calibration estimation and imputation estimation of a non-parametric function when the data are right censored and the censoring indicators are missing at random,and establish the asymptotic normality of these estimators.As their applications,we derive the weighted local linear calibration estimators and imputation estimations of the conditional distribution function,the conditional density function and the conditional quantile function,and investigate the asymptotic normality of these estimators.Finally,the simulation studies are conducted to illustrate the finite sample performance of the estimators.

关 键 词：Local polynomial estimation asymptotic normality non-parametric function censoring indicator missing at random 

分 类 号：O17[理学—数学]