Analysis of censored data under heteroscedastic transformation regression models with unknown transformation function

doi:10.1002/cjs.11347

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	Analysis of censored data under heteroscedastic transformation regression models with unknown transformation function
	Wang, Qihua1,2 ; Wang, Xuan 3
	2018-06-01
发表期刊	CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
ISSN	0319-5724
卷号	46 期号:2 页码:233-245
摘要	Consider a censored heteroscedastic transformation regression model where both the transformation function and the error distribution function are completely unknown. A method is developed to estimate the transformation function, the regression parameter vector, and the single index parameter vector of the variance function by establishing an expression for the transformation function and two estimating equations for both the parameter vectors. It is shown that the estimator of the transformation function converges weakly to a mean zero Gaussian process, and the parametric estimators are asymptotically normal. All the estimators converge to their true values in probability at a rate proportional to n-1/2. Simulation studies are conducted to evaluate the finite sample behaviour of the proposed estimators, and a real data analysis is used to illustrate the proposed estimating method. The Canadian Journal of Statistics 46: 233-245; 2018 (c) 2017 Statistical Society of Canada
关键词	Censored data heteroscedasticity transformation regression model
DOI	10.1002/cjs.11347
语种	英语
资助项目	National Natural Science Foundation of China[11171331] ; National Natural Science Foundation of China[11331011] ; Program for Creative Research Group of National Natural Science Foundation of China[61621003]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000434068100002
出版者	WILEY
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/30386
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China 2.Univ Chinese Acad Sci, Beijing, Peoples R China 3.Zhejiang Univ, Sch Math Sci, Hangzhou, Zhejiang, Peoples R China
推荐引用方式 GB/T 7714	Wang, Qihua,Wang, Xuan. Analysis of censored data under heteroscedastic transformation regression models with unknown transformation function[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,2018,46(2):233-245.
APA	Wang, Qihua,&Wang, Xuan.(2018).Analysis of censored data under heteroscedastic transformation regression models with unknown transformation function.CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,46(2),233-245.
MLA	Wang, Qihua,et al."Analysis of censored data under heteroscedastic transformation regression models with unknown transformation function".CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE 46.2(2018):233-245.