ASYMPTOTIC NORMALITY OF ESTIMATOR IN NON-PARAMETRIC MODEL UNDER CENSORED SAMPLES

Title & Authors
ASYMPTOTIC NORMALITY OF ESTIMATOR IN NON-PARAMETRIC MODEL UNDER CENSORED SAMPLES
Niu, Si-Li; Li, Qlan-Ru;

Abstract
Consider the regression model $\small{Y_i=g(x_i)+e_i\;for\;i=1,\;2,\;{\ldots},\;n}$, where: (1) $\small{x_i}$ are fixed design points, (2) $\small{e_i}$ are independent random errors with mean zero, (3) g($\small{\cdot}$) is unknown regression function defined on [0, 1]. Under $\small{Y_i}$ are censored randomly, we discuss the asymptotic normality of the weighted kernel estimators of g when the censored distribution function is known or unknown.
Keywords
censored sample;non-parametric regression model;weighted kernel estimator;asymptotic normality;
Language
English
Cited by
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