MONOTONE ESTIMATING EQUATIONS FOR CENSORED-DATA

被引：107

作者：

FYGENSON, M ^{[1
]}

RITOV, Y ^{[1
]}

机构：

[1] HEBREW UNIV JERUSALEM, FAC SOCIAL SCI, DEPT STAT, IL-91905 JERUSALEM, ISRAEL

来源：

ANNALS OF STATISTICS | 1994年 / 22卷 / 02期

关键词：

RIGHT CENSORED DATA; RANK TESTS; KENDALLS TAU; INFORMATION BOUND; MONOTONICITY; KAPLAN-MEIER ESTIMATOR;

D O I：

10.1214/aos/1176325493

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The monotone class rank-test-based estimating equations for regression models with right censored data is considered. We introduce an estimator which is a solution of a monotone estimating equation that is an extension of the Gehan test. The estimator is easy to derive, root n-consistent and asymptotically normal under minimal conditions. All monotone estimating equations are characterized, and a simulation study, which shows that our suggested procedure performs well, is included.

引用

页码：732 / 746

页数：15

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