Smoothed Rank Regression With Censored Data
نویسندگان
چکیده
منابع مشابه
Smoothed Rank Regression With Censored Data
A weighted rank estimating function is proposed to estimate the regression parameter vector in an accelerated failure time model with right censored data. In general, rank estimating functions are discontinuous in the regression parameter, creating difficulties in determining the asymptotic distribution of the estimator. A local distribution function is used to create a rank based estimating fu...
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Rank regression is a highly-efficient and robust approach to estimate regression coefficients and to make inference in the presence of outlying survival times. Heller (2007) developed a smoothed weighted rank regression function, which is used to estimate the regression parameter vector in an accelerated failure time model with right censored data. This function can be expressed as a U -statist...
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Suppose the random vector (X,Y ) satisfies the regression model Y = m(X) + σ(X)ε, where m(·) = E(Y |·) belongs to some parametric class {mθ(·) : θ ∈ Θ} of regression functions, σ2(·) = Var(Y |·) is unknown, and ε is independent of X. The response Y is subject to random right censoring, and the covariate X is completely observed. A new estimation procedure for the true, unknown parameter vector ...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2007
ISSN: 0162-1459,1537-274X
DOI: 10.1198/016214506000001257