研究了响应变量缺失情况下半参数单调回归模型的估计问题。利用嵌入核估计的方法得到了参数部分的估计,在此基础上构造了非参数部分的单调约束最小二乘估计。证明了参数估计的渐近分布为正态分布,得到了非参数部分估计的收敛速度。通过随机模拟研究了有限样本量下估计的表现。
We consider the estimation of a semiparametric isotonic regression model with missing response. We show that the kernel estimators of the regression parameters is root-n consistent and asymptotically normal. We also show that the isotonic estimator of the nonparametric monotone function at a fixed point is cube root-n consistent. A simulation study is conducted to examine the finite-sample properties of the proposed estimators.