Acta mathematica scientia,Series B ›› 1996, Vol. 16 ›› Issue (2): 192-208.
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Qin Gengsheng, Cai Lei
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Abstract: Consider tile partial linear model Y=Xβ+ g(T) + e. Where Y is at risk of being censored from the right, g is an unknown smoothing function on[0,1], β is a 1-dimensional parameter to be estimated and e is an unobserved error. In Ref[1,2], it wes proved that the estimator Σn* ≡(θn*)-2 En*(Σn*≡(θn*)-2Ên*) for the asymptotic variance of βn*(βn*) is consistent. In this paper, we establish the limit distribution and the law of the iterated logarithm for En*, and obtain the convergest rates for En* and the strong uniform convergent rates for ĝn*(gn*).
Key words: Partial linear model, Censored data, Kernel method, Asymptotic normality, The law of the iterated logarithm
Qin Gengsheng, Cai Lei. ESTIMATION FOR THE AYMPTOTIC VARIANCE OF PARAMETRIC ESTIMATES IN PARTIAL LINEAR MODEL WITH CENSORED DATA[J].Acta mathematica scientia,Series B, 1996, 16(2): 192-208.
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