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Inference on quantile residual life function under right-censored data

文献类型：期刊论文

作者Lin, Cunjie1; Zhang, Li2; Zhou, Yong3,4
刊名JOURNAL OF NONPARAMETRIC STATISTICS
出版日期2016
卷号28期号:3页码:617-643
关键词estimating equation proportional hazards model quantile residual lifetime right censoring test statistic
ISSN号1048-5252
DOI10.1080/10485252.2016.1190841
英文摘要The quantile residual lifetime function is a comprehensive quantitative description of a residual lifetime. Under the assumption of independent censoring, a naive estimator for the quantile residual lifetime function can be obtained by inverting the Kaplan-Meier estimator. However, this naive estimator is biased when survival and censoring times are dependent. In this paper, we propose a method for estimating the quantile residual lifetime function, taking into account the covariates and relaxing the assumption of independent censoring. To compare two quantile residual lifetime functions at fixed time points, we construct two test statistics which are easy to implement. We also derive the asymptotic properties for the proposed estimator and test statistics. A re-sampling method for estimating the asymptotic variance of the proposed estimator is provided. Simulation studies are conducted to assess the finite sample properties of the estimator and the performance of the test statistics. We also apply the proposed method to the real data and report some interesting results.
资助项目National Natural Science Foundation of China[71301162] ; National Natural Science Foundation of China[71331006] ; National Natural Science Foundation of China (NSFC)[71271128] ; NCMIS ; Shanghai University of Finance and Economics[211] ; Shanghai Leading Academic Discipline Project A ; Youth Foundation of The Ministry of Education of China[15YJC910009] ; Science Foundation of Northwest University[14NW31] ; China Postdoctoral Science Foundation[2015M580867]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000385938200010
出版者TAYLOR & FRANCIS LTD
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/23717]  
专题应用数学研究所
通讯作者Lin, Cunjie
作者单位1.Renmin Univ China, Sch Stat, Beijing, Peoples R China
2.Northwes Univ, Sch Econ & Management, Xian, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
4.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China
推荐引用方式
GB/T 7714		 Lin, Cunjie,Zhang, Li,Zhou, Yong. Inference on quantile residual life function under right-censored data[J]. JOURNAL OF NONPARAMETRIC STATISTICS,2016,28(3):617-643.
APA Lin, Cunjie,Zhang, Li,&Zhou, Yong.(2016).Inference on quantile residual life function under right-censored data.JOURNAL OF NONPARAMETRIC STATISTICS,28(3),617-643.
MLA Lin, Cunjie,et al."Inference on quantile residual life function under right-censored data".JOURNAL OF NONPARAMETRIC STATISTICS 28.3(2016):617-643.

入库方式： OAI收割

来源：数学与系统科学研究院

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