Accelerated failure time model with quantile information

doi:10.1007/s10463-015-0522-0

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 应用数学研究所

	Accelerated failure time model with quantile information
	Zhao, Mu 1; Wang, Yixin 2; Zhou, Yong2,3
刊名	ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
	2016-10-01
卷号	68 期号:5 页码:1001-1024
关键词	AFT model Non-smooth estimating equation Inverse probability weighted Generalized moment method Empirical likelihood
ISSN号	0020-3157
DOI	10.1007/s10463-015-0522-0
英文摘要	The censored linear regression model, also referred to as the accelerated failure time model, is a useful alternative to the popular Cox model in the analysis of censored survival data. In this paper, we combine the quantile information with censored least-squares normal equations to get estimators with smaller estimated standard error for regression parameters. An inverse probability-weighted method is proposed to construct unbiased estimating equations with censored data and the lack of smoothness of the objective equations is overcome by replacing them with smooth approximations. The proposed estimators are established based on the empirical likelihood method and generalized method of moments, respectively, and their asymptotic properties are studied under some regular conditions. We also conduct some simulation experiments to investigate the finite-sample properties of the proposed estimators. The Stanford Heart Transplant data are used to illustrate the proposed estimating method.
资助项目	National Natural Science Foundation of China (NSFC)[71271128] ; State Key Program of National Natural Science Foundation of China[71331006] ; NCMIS ; Key Laboratory of RCSDS ; AMSS ; CAS[2008DP173182] ; IRTSHUFE ; PCSIRT[IRT13077] ; Shanghai University of Finance and Economics, Graduate Education Innovation Funds of Shanghai University of Finance and Economics[CXJJ-2011-438]
WOS研究方向	Mathematics
语种	英语
出版者	SPRINGER HEIDELBERG
WOS记录号	WOS:000382007400004
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/23363]
专题	应用数学研究所
通讯作者	Wang, Yixin
作者单位	1.Zhongnan Univ Econ & Law, Sch Math & Stat, Wuhan 430073, Peoples R China 2.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Zhao, Mu,Wang, Yixin,Zhou, Yong. Accelerated failure time model with quantile information[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2016,68(5):1001-1024.
APA	Zhao, Mu,Wang, Yixin,&Zhou, Yong.(2016).Accelerated failure time model with quantile information.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,68(5),1001-1024.
MLA	Zhao, Mu,et al."Accelerated failure time model with quantile information".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 68.5(2016):1001-1024.