ANALYSIS OF MULTIVARIATE FAILURE TIME DATA USING MARGINAL PROPORTIONAL HAZARDS MODEL

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	ANALYSIS OF MULTIVARIATE FAILURE TIME DATA USING MARGINAL PROPORTIONAL HAZARDS MODEL
	Chen, Ying 1; Chen, Kani 2; Ying, Zhiliang 3
刊名	STATISTICA SINICA
	2010-07
卷号	20 期号:3 页码:1025-1041
关键词	Alternating projection counting process martingale marginal likelihood martingale residual semiparametric efficiency
ISSN号	1017-0405
英文摘要	The marginal proportional hazards model is an important tool in the analysis of multivariate failure time data in the presence of censoring. We propose a method of estimation via the linear combinations of martingale residuals. The estimation and inference procedures are easy to implement numerically. The estimation is generally more accurate than the existing pseudo-likelihood approach: the size of efficiency gain can be considerable in some cases, and the maximum relative efficiency in theory is infinite. Consistency and asymptotic normality are established. Empirical evidence in support of the theoretical claims is shown in simulation studies.
WOS研究方向	Mathematics
语种	英语
出版者	STATISTICA SINICA
WOS记录号	WOS:000280533600013
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2379]
专题	上海财经大学
通讯作者	Chen, Ying
作者单位	1.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China; 2.Hong Kong Univ Sci & Technol, Dept Math, Kowloon, Hong Kong, Peoples R China; 3.Columbia Univ, Dept Stat, New York, NY 10027 USA
推荐引用方式 GB/T 7714	Chen, Ying,Chen, Kani,Ying, Zhiliang. ANALYSIS OF MULTIVARIATE FAILURE TIME DATA USING MARGINAL PROPORTIONAL HAZARDS MODEL[J]. STATISTICA SINICA,2010,20(3):1025-1041.
APA	Chen, Ying,Chen, Kani,&Ying, Zhiliang.(2010).ANALYSIS OF MULTIVARIATE FAILURE TIME DATA USING MARGINAL PROPORTIONAL HAZARDS MODEL.STATISTICA SINICA,20(3),1025-1041.
MLA	Chen, Ying,et al."ANALYSIS OF MULTIVARIATE FAILURE TIME DATA USING MARGINAL PROPORTIONAL HAZARDS MODEL".STATISTICA SINICA 20.3(2010):1025-1041.