Abstract
This paper introduces a semi-parametric model with right-censored data and a monotone constraint on the nonparametric part. The authors study the local linear estimators of the parametric coefficients and apply B-spline method to approximate the nonparametric part based on grouped data. The authors obtain the rates of convergence for parametric and nonparametric estimators. Moreover, the authors also prove that the nonparametric estimator is consistent at the boundary. At last, the authors investigate the finite sample performance of the estimation.
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This research was supported by Fundamental Research Funds for the Central Universities, and the Research Funds of Renmin University of China under Grant No. 11XNK027.
This paper was recommended for publication by Editor SUN Liuquan.
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Xia, W., Chen, Z., Wu, W. et al. Local polynomial-brunk estimation in semi-parametric monotone errors-in-variables model with right-censored data. J Syst Sci Complex 28, 938–960 (2015). https://doi.org/10.1007/s11424-014-3103-z
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DOI: https://doi.org/10.1007/s11424-014-3103-z