| 基于删失数据的变系数模型的小波估计 |
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| 引用本文： | 罗羡华,李元.基于删失数据的变系数模型的小波估计[J].广州大学学报(自然科学版),2011,10(5):1-6. |
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| 作者姓名： | 罗羡华 李元 |
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| 作者单位： | 广州大学数学与信息科学学院,广东广州,510006 |
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| 基金项目： | Supported by the National Natural Science Foundation of China(10871054,10971042) |
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| 摘 要： | 研究了删失数据下的变系数模型．由于数据删失，常用的统计方法不能直接应用于此模型．首先利用一种变换方法对响应变量观测值进行条件无偏修正；然后，正如完全数据一样，利用小波方法，给出了系数函数的小波估计．在关于系数函数光滑性的较弱的假设条件下建立了该估计的渐近正态性．
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| 关 键 词： | 变系数模型 小波估计 删失 变换 渐近正态性 |
Wavelet estimation in varying-coefficient models with censored data |
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| LUO Xian-hua,LI Yuan.Wavelet estimation in varying-coefficient models with censored data[J].Journal og Guangzhou University:Natural Science Edition,2011,10(5):1-6. |
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| Authors: | LUO Xian-hua LI Yuan |
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| Institution: | LUO Xian-hua,LI Yuan (School of Mathematics and Information Sciences,Guangzhou University,Guangzhou 510006,China) |
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| Abstract: | Varying-coefficient models with censored data are studied.For censored data,the usual statistical techniques are not directly applicable to this model.First,a general trans formation method is used to transform the response observation into conditionally unbiased modification.Then,wavelet estimator of the coefficient functions is proposed as complete data by wavelet procedure.Asymptotic normality of the proposed estimator is established under the weaker assumptions about the smoothness of the coefficient fu... |
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| Keywords: | varying-coefficient models wavelet estimation censoring transformation asymptotic normality |
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