Semiparametric maximum likelihood estimation for a two-sample density ratio model with right-censored data

doi:10.1002/cjs.11272

CORC > 上海财经大学 > 上海财经大学

	Semiparametric maximum likelihood estimation for a two-sample density ratio model with right-censored data
	Wei, Wenhua 1,2; Zhou, Yong 1,3
刊名	CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
	2016-03
卷号	44 期号:1 页码:58-81
关键词	Density ratio model EM algorithm Empirical process right-censored data semiparametric maximum likelihood estimation
ISSN号	0319-5724
DOI	10.1002/cjs.11272
英文摘要	In this paper we investigate a broader semiparametric two-sample density ratio model based on two groups of right-censored data. A semiparametric maximum likelihood estimator for the unknown finite and infinite dimensional parameters of the model is proposed and obtained by an EM algorithm. By using empirical process theory, we establish the uniform consistency and asymptotic normality of the proposed estimator. We moreover employ a Kolmogorov-Smirnov type test statistic to evaluate the model validity and a likelihood ratio test statistic to examine the treatment effects between the two groups. Simulation studies are conducted to assess the finite sample performance of the proposed estimator and to compare it with its alternatives. Finally a real data example is analyzed to illustrate its application. The Canadian Journal of Statistics 44: 58-81; 2016 (c) 2015 Statistical Society of Canada
WOS研究方向	Mathematics
语种	英语
出版者	WILEY-BLACKWELL
WOS记录号	WOS:000371485700004
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/1337]
专题	上海财经大学
通讯作者	Wei, Wenhua
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China; 2.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China; 3.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China
推荐引用方式 GB/T 7714	Wei, Wenhua,Zhou, Yong. Semiparametric maximum likelihood estimation for a two-sample density ratio model with right-censored data[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,2016,44(1):58-81.
APA	Wei, Wenhua,&Zhou, Yong.(2016).Semiparametric maximum likelihood estimation for a two-sample density ratio model with right-censored data.CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,44(1),58-81.
MLA	Wei, Wenhua,et al."Semiparametric maximum likelihood estimation for a two-sample density ratio model with right-censored data".CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE 44.1(2016):58-81.