Asymptotic properties of wavelet estimators in a semiparametric regression model with censored data |
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Authors: | Hongchang Hu Yuan Feng |
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Affiliation: | 1. College of Mathematics and Statistics, Hubei Normal University, Huangshi, 435002, Hubei, China 2. School of Mathematics and Statistics, Wuhan University, Wuhan, 430072, Hubei, China
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Abstract: | Consider a semiparametric regression model Y_i=X_iβ+g(t_i)+e_i, 1 ≤ i ≤ n, where Y_i is censored on the right by another random variable C_i with known or unknown distribution G. The wavelet estimators of parameter and nonparametric part are given by the wavelet smoothing and the synthetic data methods. Under general conditions, the asymptotic normality for the wavelet estimators and the convergence rates for the wavelet estimators of nonparametric components are investigated. A numerical example is given. |
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Keywords: | semiparametric regression model censored data wavelet estimate asymptotic normality convergence rate in probability |
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