协变量删失下分位数回归模型的经验似然估计  

Empirical likelihood inference for quantile regression model with censored covariate

作　　者：胡天琳 HU Tianlin(School of Mathematics and Statistics,Minnan Normal University,Zhangzhou,Fujian 363000,China)

机构地区：[1]闽南师范大学数学与统计学院,福建漳州363000

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)。

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.

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 

分 类 号：O212[理学—概率论与数理统计]