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aclassofboxcoxtransformationmodelsforrecurrenteventdatawithaterminalevent
Zhou Jie1; Zhu Jun2; Sun Liu Quan2
2017
Source Publicationactamathematicasinicaenglishseries
ISSN1439-8516
Volume33Issue:8Pages:1048
AbstractIn this article, we study a class of Box-Cox transformation models for recurrent event data in the presence of terminal event, which includes the proportional means models as special cases. Estimating equation approaches and the inverse probability weighting technique are used for estimation of the regression parameters. The asymptotic properties of the resulting estimators are established. The finite sample behavior of the proposed methods is examined through simulation studies, and an application to a heart failure study is presented to illustrate the proposed method.
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/39434
Collection中国科学院数学与系统科学研究院
Affiliation1.首都师范大学
2.中国科学院数学与系统科学研究院
Recommended Citation
GB/T 7714
Zhou Jie,Zhu Jun,Sun Liu Quan. aclassofboxcoxtransformationmodelsforrecurrenteventdatawithaterminalevent[J]. actamathematicasinicaenglishseries,2017,33(8):1048.
APA Zhou Jie,Zhu Jun,&Sun Liu Quan.(2017).aclassofboxcoxtransformationmodelsforrecurrenteventdatawithaterminalevent.actamathematicasinicaenglishseries,33(8),1048.
MLA Zhou Jie,et al."aclassofboxcoxtransformationmodelsforrecurrenteventdatawithaterminalevent".actamathematicasinicaenglishseries 33.8(2017):1048.
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