使用first_value（）函数获取最后一个非空值。需要合并排序键，因为最后一个\u值仅适用于一个排序键。
演示：

select distinct
key,
first_value(A) over (partition by Key order by concat(case when A is null then '1' else '2' end,'_',Timestamp)desc) A,
first_value(B) over (partition by Key order by concat(case when B is null then '1' else '2' end,'_',Timestamp)desc) B,
first_value(C) over (partition by Key order by concat(case when C is null then '1' else '2' end,'_',Timestamp)desc) C,
max(timestamp) over(partition by key) timestamp
from 
(  ---------Replace this subquery with your table
select 'K1'  key,  'X'   a, Null    b,  Null   c, '2015-05-03' timestamp union all 
select 'K1'  key,  null  a, 'Y'     b,  'Z'    c, '2015-05-02' timestamp union all
select 'K1'  key,  'Foo' a, 'Bar'   b,  'Baz'  c, '2015-05-01' timestamp
)s
;

输出：

OK
key     a       b       c       timestamp
K1      X       Y       Z       2015-05-03