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删失数据下单指标模型的经验似然推断
  • ISSN号：1003-3998
  • 期刊名称：数学物理学报
  • 时间：0
  • 页码：297-311
  • 分类：O212.1[理学—概率论与数理统计;理学—数学] O175.1[理学—数学;理学—基础数学]
  • 作者机构：[1]Department of Mathematics, Hechi University, Guangxi 546300, P. R. China
  • 相关基金：Supported by the National Natural Science Foundation of China （Grant Nos. 11101119; 11126332）, the National Social Science Foundation of China （Grant No. 11CTJ004）, the Natural Science Foundation of Guangxi Province （Grant No. 2010GXNSFB013051） and the Philosophy and Social Sciences Foundation of Guangxi Province （Grant No.11FT J002）.
  • 相关项目：不完全数据半参数回归模型的统计分析及其应用
作者： 杨宜平|薛留根|程维虎|
关键词： 部分线性模型, 变量选择, 删失数据, 经验似然, 变系数, 选择过程, varying coefficient partially linear models, empirical likelihood, censored data, variable selection.
中文摘要：

In this paper, we consider the variable selection for the parametric components of varying coefficient partially linear models with censored data. By constructing a penalized auxiliary vector ingeniously, we propose an empirical likelihood based variable selection procedure, and show that it is consistent and satisfies the sparsity. The simulation studies show that the proposed variable selection method is workable.

英文摘要：

In this paper, we consider the variable selection for the parametric components of varying coefficient partially linear models with censored data. By constructing a penalized auxiliary vector ingeniously, we propose an empirical likelihood based variable selection procedure, and show that it is consistent and satisfies the sparsity. The simulation studies show that the proposed variable selection method is workable.

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期刊信息
  • 《数学物理学报：A辑》
  • 北大核心期刊（2011版）
  • 主管单位:中国科学院
  • 主办单位:中国科学院武汉物理与数学研究所
  • 主编：李邦河 陈贵强 朱熹平
  • 地址：湖北省武汉市武昌小洪山西路30号武汉71010信箱
  • 邮编：430071
  • 邮箱：actams@wipm.ac.cn
  • 电话：027-87199206
  • 国际标准刊号：ISSN：1003-3998
  • 国内统一刊号：ISSN：42-1226/O
  • 邮发代号:38-214
  • 获奖情况:
  • 国内外数据库收录:
  • 俄罗斯文摘杂志,美国数学评论（网络版）,德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:5382