带有右删失的最小乘积相对误差估计

doi:10.3969/j.issn.0253-2778.2017.09.007

中国科学技术大学学报 ›› 2017, Vol. 47 ›› Issue (9): 755-761.DOI: 10.3969/j.issn.0253-2778.2017.09.007

带有右删失的最小乘积相对误差估计

胡大海，张伟平

中国科学技术大学管理学院统计与金融系,安徽合肥 230026

收稿日期:2017-03-09 修回日期:2017-06-11 接受日期:2017-06-11 出版日期:2023-03-27 发布日期:2017-06-11
通讯作者: 张伟平
作者简介:胡大海，男，1988年生，硕士.研究方向：相对误差，测量误差.E-mail: dhh@mail.ustc.edu.cn
基金资助:
国家自然科学基金(11671374)资助.

Least product relative error estimation with right censoring

HU Dahai, ZHANG Weiping

Department of Statistics and Finance, School of Management, University of Science and Technology of China, Hefei 230026， China

Received:2017-03-09 Revised:2017-06-11 Accepted:2017-06-11 Online:2023-03-27 Published:2017-06-11

摘要/Abstract

摘要： 考虑了带有右删失的乘积回归模型. 在随机右删失的情形下，通过逆概率加权的方法将乘积相对误差准则推广到右删失的情形. 在一定的正则条件下，建立了估计的相合性和渐近正态性. 最后，通过数值模拟展示所提出方法的效果.

关键词: 乘积回归模型, 相对误差, 删失, 逆概率加权

Abstract: The multiplicative regression model with right censoring was considered. Under the random right censorship, the criterion of the least product relative error (LPRE) was extended to the case with right censoring. Under some regular conditions, the consistency and asymptotic normality were established. Finally, some simulations were conducted to examine the finite performance of the proposed method.

Key words: multiplicative regression model, relative error, censoring, inverse probability weighted

中图分类号:

O212.1

胡大海, 张伟平. 带有右删失的最小乘积相对误差估计[J]. 中国科学技术大学学报, 2017, 47(9): 755-761.

HU Dahai, ZHANG Weiping. Least product relative error estimation with right censoring[J]. Journal of University of Science and Technology of China, 2017, 47(9): 755-761.

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带有右删失的最小乘积相对误差估计

Least product relative error estimation with right censoring

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