Semiparametric analysis of isotonic errors-in-variables regression models with randomly right censored response

被引:0
作者
Zhimeng Sun
Zhongzhan Zhang
Jiang Du
机构
[1] Central University of Finance and Economics,School of Statistics
[2] Beijing University of Technology,College of Applied Sciences
来源
Journal of Systems Science and Complexity | 2013年 / 26卷
关键词
Estimation; isotonic regression; measurement errors; randomly right censored; semiparametric;
D O I
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中图分类号
学科分类号
摘要
This paper considers the estimation of a semiparametric isotonic regression model when the covariates are measured with additive errors and the response is randomly right censored by a censoring time. The authors show that the proposed estimator of the regression parameter is rootn consistent and asymptotically normal. The authors also show that the isotonic estimator of the functional component, at a fixed point, is cubic root-n consistent and converges in distribution to the slope at zero of the greatest convex minorant of the sum of a two-sided standard Brownian motion and the square of the time parameter. A simulation study is carried out to investigate the performance of the estimators proposed in this article.
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页码:441 / 461
页数:20
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