Semiparametric median residual life model and inference

被引:24
作者
Ma, Yanyuan [2 ]
Yin, Guosheng [1 ]
机构
[1] Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China
[2] Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA
来源
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 2010年 / 38卷 / 04期
关键词
Residual lifetime; median regression; survival function; identifiability; semiparametric model; QUANTILE REGRESSION; SURVIVAL ANALYSIS; OF-FIT;
D O I
10.1002/cjs.10076
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
For randomly censored data the authors propose a general class of semiparametric median residual life models They incorporate covariates in a generalized linear form while leaving the baseline median residual life function completely unspecified Despite the non identifiability of the survival function for a given median residual life function a simple and natural procedure is proposed to estimate the regression parameters and the baseline median residual lite function The authors derive the asymptotic properties for the estimators and demonstrate the numerical performance of the proposed method through simulation studies The median residual life model can be easily generalized to model other quantiles and the estimation method can also be applied to the mean residual life model The Canadian Journal of Statistics 34 665-679 2010 (C) 2010 Statistical Society of Canada
引用
收藏
页码:665 / 679
页数:15
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