Nonparametric regression with censored covariates
Nonparametric regression with censored covariates
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带有删失协变量的非参数回归
DOI：
10.1006/jmva.1995.1056
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发表时间：
1995
影响因子：
1.6
通讯作者：
D. Dabrowska
中科院分区：
文献类型：
--
作者：
D. Dabrowska
本文讨论了条件生存函数F（t z）= Pr（T> t Z = z）的一个估计的弱收敛结果，其中T是多元响应变量，Z是协变量向量.假设T和Z都服从右删失。估计得到核平滑的经验模拟的产品的多元生存函数的积分表示。在正则性条件下，我们证明了回归估计的标准化版本弱收敛到平均零高斯过程，并给出了单变量响应变量情况下的渐近协方差的形式。作为副积，我们还讨论了基于光滑积积分估计的密度估计的渐近正态性结果。
The paper discusses weak convergence results for an estimate of the conditional survival function F(t z) = Pr(T> t Z = z) where T is a multivariate response variable and Z is a vector of covariates. It is assumed that both T and Z are subject to right censoring. The estimate is obtained by kernel smoothing the empirical analogue of a product integral representation of multivariate survival functions. Under regularity conditions we show that a standardized version of the regression estimate converges weakly to a mean zero Gaussian process and give the form of the asymptotic covariance in the case of univariate response variables. As a by product we also discuss asymptotic normality results for density estimates based on the smoothed product integral estimate.