Regression modeling of competing crude failure probabilities
نویسندگان
چکیده
منابع مشابه
Estimation of failure probabilities in the presence of competing risks: new representations of old estimators.
A topic that has received attention in both the statistical and medical literature is the estimation of the probability of failure for endpoints that are subject to competing risks. Despite this, it is not uncommon to see the complement of the Kaplan-Meier estimate used in this setting and interpreted as the probability of failure. If one desires an estimate that can be interpreted in this way,...
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Let C1, C2, . . . , Cm be independent subordinators with finite expectations and denote their sum by C. Consider the classical risk process X(t) = x+ct−C(t). The ruin probability is given by the well known Pollaczek-Hinchin formula. If ruin occurs, however, it will be caused by a jump of one of the subordinators whose sum constitutes C. Formulae for the probability that ruin is caused by Ci are...
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Estimators of regression coefficients are known to be asymptotically normally distributed, provided certain regularity conditions are satisfied. In small samples and if the noise is not normally distributed, this can be a poor guide to the quality of the estimators. The paper addresses this problem for small and medium sized samples and heavy tailed noise. In particular, we assume that the nois...
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ing from Failure Probabilities Jan Jürjens Computing Laboratory, University of Oxford, GB [email protected] – http://www.jurjens.de/jan Abstract In fault-tolerant computing, dependability of systems is usually demonstrated by abstracting from failure probabilities (under simplifying assumptions on failure occurrences). In the specification framework FOCUS, we show under which conditions and t...
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This paper considers generalized linear quantile regression for competing risks data when the failure type may be missing. Two estimation procedures for the regression co-efficients, including an inverse probability weighted complete-case estimator and an augmented inverse probability weighted estimator, are discussed under the assumption that the failure type is missing at random. The proposed...
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ژورنال
عنوان ژورنال: Biostatistics
سال: 2001
ISSN: 1465-4644,1468-4357
DOI: 10.1093/biostatistics/2.1.85