Inference on quantile residual life function under right-censored data

doi:10.1080/10485252.2016.1190841

CSpace > 应用数学研究所

	Inference on quantile residual life function under right-censored data
	Lin, Cunjie 1; Zhang, Li 2; Zhou, Yong3,4
	2016
发表期刊	JOURNAL OF NONPARAMETRIC STATISTICS
ISSN	1048-5252
卷号	28 期号:3 页码:617-643
摘要	The quantile residual lifetime function is a comprehensive quantitative description of a residual lifetime. Under the assumption of independent censoring, a naive estimator for the quantile residual lifetime function can be obtained by inverting the Kaplan-Meier estimator. However, this naive estimator is biased when survival and censoring times are dependent. In this paper, we propose a method for estimating the quantile residual lifetime function, taking into account the covariates and relaxing the assumption of independent censoring. To compare two quantile residual lifetime functions at fixed time points, we construct two test statistics which are easy to implement. We also derive the asymptotic properties for the proposed estimator and test statistics. A re-sampling method for estimating the asymptotic variance of the proposed estimator is provided. Simulation studies are conducted to assess the finite sample properties of the estimator and the performance of the test statistics. We also apply the proposed method to the real data and report some interesting results.
关键词	estimating equation proportional hazards model quantile residual lifetime right censoring test statistic
DOI	10.1080/10485252.2016.1190841
语种	英语
资助项目	National Natural Science Foundation of China[71301162] ; National Natural Science Foundation of China[71331006] ; National Natural Science Foundation of China (NSFC)[71271128] ; NCMIS ; Shanghai University of Finance and Economics[211] ; Shanghai Leading Academic Discipline Project A ; Youth Foundation of The Ministry of Education of China[15YJC910009] ; Science Foundation of Northwest University[14NW31] ; China Postdoctoral Science Foundation[2015M580867]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000385938200010
出版者	TAYLOR & FRANCIS LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/23718
专题	应用数学研究所
通讯作者	Lin, Cunjie
作者单位	1.Renmin Univ China, Sch Stat, Beijing, Peoples R China 2.Northwes Univ, Sch Econ & Management, Xian, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China 4.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China
推荐引用方式 GB/T 7714	Lin, Cunjie,Zhang, Li,Zhou, Yong. Inference on quantile residual life function under right-censored data[J]. JOURNAL OF NONPARAMETRIC STATISTICS,2016,28(3):617-643.
APA	Lin, Cunjie,Zhang, Li,&Zhou, Yong.(2016).Inference on quantile residual life function under right-censored data.JOURNAL OF NONPARAMETRIC STATISTICS,28(3),617-643.
MLA	Lin, Cunjie,et al."Inference on quantile residual life function under right-censored data".JOURNAL OF NONPARAMETRIC STATISTICS 28.3(2016):617-643.