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 ...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.展开更多
基金supported by the National Natural Science Foundation of China under Grant No.10971007Foundation of Academic Discipline Program at Central University of Finance and Economics+2 种基金Funding Project of Science and Technology Research Plan of Beijing Education Committee under Grant No.00600054K1002Fund of 211 Project at Central University of Finance and Economics2012 National Project of Statistical Research
文摘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.
