Linear transformation model;
Empirical likelihood;
Jackknife;
Coverage probability;
FAILURE TIME DATA;
REGRESSION;
D O I:
10.1007/s10463-015-0528-7
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:
A class of linear transformation models with censored data was proposed as a generalization of Cox models in survival analysis. This paper develops inference procedure for regression parameters based on jackknife empirical likelihood approach. We can show that the limiting variance is not necessary to estimate and the Wilk's theorem can be obtained. The jackknife empirical likelihood method benefits from the simpleness in optimization using jackknife pseudo-value. In our simulation studies, the proposed method is compared with the traditional empirical likelihood and normal approximation methods in terms of coverage probability and computational cost.
机构:
Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management, Beijing 100049, Peoples R ChinaUniv Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Wu Xinqi
Zhang Qingzhao
论文数: 0引用数: 0
h-index: 0
机构:
Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management, Beijing 100049, Peoples R ChinaUniv Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Zhang Qingzhao
Zhang Sanguo
论文数: 0引用数: 0
h-index: 0
机构:
Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management, Beijing 100049, Peoples R ChinaUniv Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
机构:
Chinese Univ Hong Kong, Acad Sinica, Inst Syst Sci, Sha Tin 100083, Peoples R ChinaChinese Univ Hong Kong, Acad Sinica, Inst Syst Sci, Sha Tin 100083, Peoples R China
Shi, J
Lau, TS
论文数: 0引用数: 0
h-index: 0
机构:Chinese Univ Hong Kong, Acad Sinica, Inst Syst Sci, Sha Tin 100083, Peoples R China
机构:
Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management, Beijing 100049, Peoples R ChinaUniv Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Wu Xinqi
Zhang Qingzhao
论文数: 0引用数: 0
h-index: 0
机构:
Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management, Beijing 100049, Peoples R ChinaUniv Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Zhang Qingzhao
Zhang Sanguo
论文数: 0引用数: 0
h-index: 0
机构:
Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management, Beijing 100049, Peoples R ChinaUniv Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
机构:
Chinese Univ Hong Kong, Acad Sinica, Inst Syst Sci, Sha Tin 100083, Peoples R ChinaChinese Univ Hong Kong, Acad Sinica, Inst Syst Sci, Sha Tin 100083, Peoples R China
Shi, J
Lau, TS
论文数: 0引用数: 0
h-index: 0
机构:Chinese Univ Hong Kong, Acad Sinica, Inst Syst Sci, Sha Tin 100083, Peoples R China