KMS Of Academy of mathematics and systems sciences, CAS
| Accelerated failure time model with quantile information | |
Zhao, Mu1; Wang, Yixin2; Zhou, Yong2,3
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| 2016-10-01 | |
| Source Publication | ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
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| ISSN | 0020-3157 |
| Volume | 68Issue:5Pages:1001-1024 |
| Abstract | The 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. |
| Keyword | AFT model Non-smooth estimating equation Inverse probability weighted Generalized moment method Empirical likelihood |
| DOI | 10.1007/s10463-015-0522-0 |
| Language | 英语 |
| Funding Project | National 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 Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000382007400004 |
| Publisher | SPRINGER HEIDELBERG |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/23364 |
| Collection | 应用数学研究所 |
| Affiliation | 1.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. |
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