NONPARAMETRIC IDENTIFICATION OF ACCELERATED FAILURE TIME COMPETING RISKS MODELS
نویسندگان
چکیده
منابع مشابه
Nonparametric Identification of Accelerated Failure Time Competing Risks Models
We provide new conditions for identification of accelerated failure time competing risks models. These include Roy models and some auction models. In our set up, unknown regression functions and the joint survivor function of latent disturbance terms are all nonparametric. We show that this model is identified given covariates that are independent of latent errors, provided that a certain rank ...
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We provide new conditions for identi cation of accelerated failure time competing risks models. These include Roy models and some auction models. In our set up, unknown regression functions and the joint survivor function of latent disturbance terms are all nonparametric. We show that this model is identi ed given covariates that are independent of latent errors, provided that a certain rank co...
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Debashis Ghosh,1,∗ Jeremy M. G. Taylor,2,∗∗ and Daniel J. Sargent3,∗∗∗ 1Departments of Statistics and Public Health Sciences, Penn State University, University Park, Pennsylvania 16802, U.S.A. 2Department of Biostatistics, University of Michigan, Ann Arbor, Michigan 48109, U.S.A. 3Department of Health Sciences Research, Mayo Clinic, Rochester, Minnesota 55905, U.S.A. ∗email: [email protected] ∗∗em...
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where T0 is the so-called baseline life time and T is the observable life time. We will assume that T is an absolute continuous random variable (r.v.) and that the covariate X does not depend on the time. For simplicity of presentation let X be one-dimensional. For statistical application a suitable choice of the acceleration function is important and the problem of testing ψ arises. A survey o...
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ژورنال
عنوان ژورنال: Econometric Theory
سال: 2013
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466612000795