Acta mathematica scientia,Series B ›› 1996, Vol. 16 ›› Issue (2): 192-208.

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ESTIMATION FOR THE AYMPTOTIC VARIANCE OF PARAMETRIC ESTIMATES IN PARTIAL LINEAR MODEL WITH CENSORED DATA

Qin Gengsheng, Cai Lei   

  1. Dept. of Math., Sichuan University, Chengdu 610064, China
  • Received:1994-01-22 Revised:1995-01-15 Online:1996-06-25 Published:1996-06-25
  • Supported by:
    The project supported by national natural science foundation of China.

Abstract: Consider tile partial linear model Y=+ 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*n*≡(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

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