MONOTONE ESTIMATING EQUATIONS FOR CENSORED-DATA

• 成果类型: Article
• 署名作者: FYGENSON, M; RITOV, Y
• 署名单位: Hebrew University of Jerusalem
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176325493
• 发表日期: 1994
• 页码: 732-746
• 关键词: linear rank-tests; REGRESSION-MODEL; cox regression; life model; likelihoods; GOODNESS; fit

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.