gainingefficiencyviaweightedestimatorsformultivariatefailuretimedata
文献类型：期刊论文
| 作者 | FAN JianQing4; ZHOU Yong3; CAI JianWen2; CHEN Min1
|
| 刊名 | scienceinchinaseriesamathematics
 |
| 出版日期 | 2009 |
| 卷号 | 52期号:6页码:1113 |
| ISSN号 | 1006-9283 |
| 英文摘要 | Multivariate failure time data arise frequently in survival analysis. A commonly used technique is the working independence estimator for marginal hazard models. Two natural questions are how to improve the efficiency of the working independence estimator and how to identify the situations under which such an estimator has high statistical efficiency. In this paper, three weighted estimators are proposed based on three different optimal criteria in terms of the asymptotic covariance of weighted estimators. Simplified close-form solutions are found, which always outperform the working independence estimator. We also prove that the working independence estimator has high statistical efficiency, when asymptotic covariance of derivatives of partial log-likelihood functions is nearly exchangeable or diagonal. Simulations are conducted to compare the performance of the weighted estimator and working independence estimator. A data set from Busselton population health surveys is analyzed using the proposed estimators. |
| 资助项目 | [National Natural Science Foundation of China] ; [National Institutes of Health] ; [Natural Science Foundation] ; [National Natural Science Funds for Distinguisheel Young Scholar] ; [National Basic Research Program] ; [Creative Research Groups of China] ; [Leading Academic Disipline Program] ; [10th five year plan of 211 Project for Shanghai University of Finance and Economics (the 3rd phase)] |
| 语种 | 英语 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/44502]  |
| 专题 | 应用数学研究所 |
| 作者单位 | 1.中国科学院数学与系统科学研究院 2.北卡罗来纳大学教堂山分校 3.上海财经大学 4.普林斯顿大学 |
| 推荐引用方式 GB/T 7714 | FAN JianQing,ZHOU Yong,CAI JianWen,et al. gainingefficiencyviaweightedestimatorsformultivariatefailuretimedata[J]. scienceinchinaseriesamathematics,2009,52(6):1113. |
| APA | FAN JianQing,ZHOU Yong,CAI JianWen,&CHEN Min.(2009).gainingefficiencyviaweightedestimatorsformultivariatefailuretimedata.scienceinchinaseriesamathematics,52(6),1113. |
| MLA | FAN JianQing,et al."gainingefficiencyviaweightedestimatorsformultivariatefailuretimedata".scienceinchinaseriesamathematics 52.6(2009):1113. |
入库方式： OAI收割
来源：数学与系统科学研究院
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