Weighted Local Linear Smoothing Method for Randomly Right Censored Varying Coefficient Models

Abstract

In this paper, we propose a new estimation method for randomly right censored varying coefficient models and establish the asymptotic normality of the resulting estimator. Compared to the existing estimation method, the proposed estimation method is computationally simple and practically feasible since it requires no transformation of data. Simulation studies are conducted to assess the finite sample performance of the proposed estimation method against that of the existing estimation method. The simulation results demonstrate that the proposed estimation method performs much better than the existing estimation method.