Robustness and efficiency of Sasieni-type estimators in the Cox model

被引：8

作者：

Bednarski, T

Nowak, M

机构：

[1] Polish Acad Sci, Inst Math, PL-51617 Wroclaw, Poland

[2] Univ Zielona, Inst Math, PL-65246 Zielona Gora, Poland

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2003年 / 115卷 / 01期

关键词：

Cox model; robust estimation; functional approach;

D O I：

10.1016/S0378-3758(02)00115-5

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：

Robustness properties of Sasieni's estimators are studied via the functional approach. Conditions for the weight functions are given which lead to strong Frechet differentiability of estimators functional. The efficiency of Sasieni estimators is compared with Bednarski (Scand. J. Statist. 20 (1993) 213) robust propositions. A two-step estimator facilitating computations of Sasieni estimators is proposed. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：261 / 272

页数：12

共 13 条

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ANNALS OF STATISTICS, 1993, 21 (04) :1721-1759

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