期刊
STATISTICAL METHODOLOGY
卷 33, 期 -, 页码 234-255出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/j.stamet.2016.10.002
关键词
Asymptotic normality; Censored data; Confidence interval; Ergodic data; Kaplan-Meier estimator; Robust estimation; Strong consistency; Synthetic data
资金
- United Arab Emirates University [31B029]
The present paper deals with a nonparametric M-estimation for right censored regression model with stationary ergodic data. Defined as an implicit function, a kernel-type estimator of a family of robust regression is considered when the covariate takes its values in R-d (d >= 1) and the data are sampled from a stationary ergodic process. The strong consistency (with rate) and the asymptotic distribution of the estimator are established under mild assumptions. Moreover, a usable confidence interval is provided which does not depend on any unknown quantity. Our results hold without any mixing condition and do not require the existence of marginal densities. A comparison study based on simulated data is also provided. (C) 2016 Elsevier B.V. All rights reserved.
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