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Analysis of censored data under heteroscedastic transformation regression models with unknown transformation function
Wang, Qihua1,2; Wang, Xuan3
2018-06-01
Source PublicationCANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
ISSN0319-5724
Volume46Issue:2Pages:233-245
AbstractConsider 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
KeywordCensored data heteroscedasticity transformation regression model
DOI10.1002/cjs.11347
Language英语
Funding ProjectNational 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 Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000434068100002
PublisherWILEY
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/30386
Collection应用数学研究所
Affiliation1.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
Recommended Citation
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.
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