具有随机删减响应的部分函数线性回归模型中的复合量值估计

IF 1.2 4区 数学 Q2 STATISTICS & PROBABILITY Test Pub Date : 2024-08-24 DOI:10.1007/s11749-024-00946-6
Chengxin Wu, Nengxiang Ling, Philippe Vieu, Guoliang Fan
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引用次数: 0

摘要

本文主要研究随机剔除响应的部分函数线性回归模型的复合量值估计。具体来说,我们采用反概率加权的方法,利用剔除变量的生存分布函数,分别用 Kaplan-Meier 和 Breslow 以及局部 Kaplan-Meier 的方法估计权重。然后,我们构建模型斜率函数和标量参数的加权复合量化估计器。此外,在一些温和条件下,我们还得到了斜率函数和标量参数估计值的收敛率以及标量参数估计值的渐近分布等大样本特性。此外,我们还提出了一种计算简单的重采样技术来近似模型参数估计值的分布,并建立了标量参数的区间估计值。最后,通过一些模拟研究和实际数据分析,说明了模型和估计方法的有限样本性能,表明模型和估计方法都是有效的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

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Composite quantile estimation in partially functional linear regression model with randomly censored responses

In this paper, we focus on the studying of composite quantile estimation for the partially functional linear regression model with randomly censored responses. Concretely, we adopt the approach of inverse probability weighting to estimate the weights by using the survival distribution function of the censoring variables with the methods of Kaplan–Meier and Breslow as well as local Kaplan-Meier respectively. Then, we construct the weighted composite quantile estimators for the slope function and the scalar parameters of the model. Furthermore, the large sample properties, such as the convergence rates of the estimators for the slope function and scalar parameters as well as the asymptotic distribution of the estimators for the scalar parameters are obtained under some mild conditions. In addition, we propose a computationally simple resampling technique to approximate the distribution of the parametric estimators of the model, and establish the interval estimations for the scalar parameters. Finally, the finite sample performances of the model and the estimation method are illustrated by some simulation studies and a real data analysis, which shows that both the model and the estimation methods are effective.

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来源期刊
Test
Test 数学-统计学与概率论
CiteScore
2.20
自引率
7.70%
发文量
41
审稿时长
>12 weeks
期刊介绍: TEST is an international journal of Statistics and Probability, sponsored by the Spanish Society of Statistics and Operations Research. English is the official language of the journal. The emphasis of TEST is placed on papers containing original theoretical contributions of direct or potential value in applications. In this respect, the methodological contents are considered to be crucial for the papers published in TEST, but the practical implications of the methodological aspects are also relevant. Original sound manuscripts on either well-established or emerging areas in the scope of the journal are welcome. One volume is published annually in four issues. In addition to the regular contributions, each issue of TEST contains an invited paper from a world-wide recognized outstanding statistician on an up-to-date challenging topic, including discussions.
期刊最新文献
Jackknife empirical likelihood for the correlation coefficient with additive distortion measurement errors Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates Higher-order spatial autoregressive varying coefficient model: estimation and specification test Composite quantile estimation in partially functional linear regression model with randomly censored responses Bayesian inference and cure rate modeling for event history data
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