CSpace  > 应用数学研究所
Accelerated failure time model with quantile information
Zhao, Mu1; Wang, Yixin2; Zhou, Yong2,3
2016-10-01
Source PublicationANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
ISSN0020-3157
Volume68Issue:5Pages:1001-1024
AbstractThe censored linear regression model, also referred to as the accelerated failure time model, is a useful alternative to the popular Cox model in the analysis of censored survival data. In this paper, we combine the quantile information with censored least-squares normal equations to get estimators with smaller estimated standard error for regression parameters. An inverse probability-weighted method is proposed to construct unbiased estimating equations with censored data and the lack of smoothness of the objective equations is overcome by replacing them with smooth approximations. The proposed estimators are established based on the empirical likelihood method and generalized method of moments, respectively, and their asymptotic properties are studied under some regular conditions. We also conduct some simulation experiments to investigate the finite-sample properties of the proposed estimators. The Stanford Heart Transplant data are used to illustrate the proposed estimating method.
KeywordAFT model Non-smooth estimating equation Inverse probability weighted Generalized moment method Empirical likelihood
DOI10.1007/s10463-015-0522-0
Language英语
Funding ProjectNational Natural Science Foundation of China (NSFC)[71271128] ; State Key Program of National Natural Science Foundation of China[71331006] ; NCMIS ; Key Laboratory of RCSDS ; AMSS ; CAS[2008DP173182] ; IRTSHUFE ; PCSIRT[IRT13077] ; Shanghai University of Finance and Economics, Graduate Education Innovation Funds of Shanghai University of Finance and Economics[CXJJ-2011-438]
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000382007400004
PublisherSPRINGER HEIDELBERG
Citation statistics
Cited Times:1[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/23364
Collection应用数学研究所
Affiliation1.Zhongnan Univ Econ & Law, Sch Math & Stat, Wuhan 430073, Peoples R China
2.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Zhao, Mu,Wang, Yixin,Zhou, Yong. Accelerated failure time model with quantile information[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2016,68(5):1001-1024.
APA Zhao, Mu,Wang, Yixin,&Zhou, Yong.(2016).Accelerated failure time model with quantile information.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,68(5),1001-1024.
MLA Zhao, Mu,et al."Accelerated failure time model with quantile information".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 68.5(2016):1001-1024.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Zhao, Mu]'s Articles
[Wang, Yixin]'s Articles
[Zhou, Yong]'s Articles
Baidu academic
Similar articles in Baidu academic
[Zhao, Mu]'s Articles
[Wang, Yixin]'s Articles
[Zhou, Yong]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Zhao, Mu]'s Articles
[Wang, Yixin]'s Articles
[Zhou, Yong]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.