頁籤選單縮合
題 名 | Rank Estimating Equations for Partial Spline Models with Monotonicity |
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作 者 | Chen,Chu-chih; Hsieh,Fushing; | 書刊名 | Statistica Sinica |
卷 期 | 9:1 1999.01[民88.01] |
頁 次 | 頁199-210 |
分類號 | 319.51 |
關鍵詞 | Asymptotic relative efficiency; Censored regression; Rank analysis of covariance; Rank transformation; Semiparametric regression model; |
語 文 | 英文(English) |
英文摘要 | For partial spline models with a monotone nonlinear component, a class of monotone estimating equations is proposed for estimating the slope parameters of the vector of covariables Z of the linear component, while adjusting for the corresponding ranks of the vector of covariables X of the nonlinear components. This approach avoids the technical complications due to the smoothing of estimators for the nonlinear component with monotonicity, as well as the curse of dimensionality. Also, computationally, our inferences do not involve the unknown error probability density function. as an R-estimator taking into account the rank correlation be tween Y and X, the asymptotic relative efficiency with respect to other estimators ignoring X is proportional to the Spearman correlation coefficient between them. |
本系統中英文摘要資訊取自各篇刊載內容。