کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
7547682 | 1489806 | 2016 | 31 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Nonparametric M-estimation for right censored regression model with stationary ergodic data
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
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 Rd (dâ¥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.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistical Methodology - Volume 33, December 2016, Pages 234-255
Journal: Statistical Methodology - Volume 33, December 2016, Pages 234-255
نویسندگان
Mohamed Chaouch, Naâmane Laïb, Elias Ould Saïd,