Accelerated failure time models with log-concave errors
Accelerated failure time models with log-concave errors
复制标题
具有对数凹误差的加速失效时间模型
DOI：
10.1093/ectj/utz024
复制
发表时间：
2020
期刊：
影响因子：
--
通讯作者：
Yu Zhengfei
中科院分区：
文献类型：
--
作者：
Liu Ruixuan;Yu Zhengfei
研究了加性误差项的生存函数为对数凹的加速失效时间模型。对数周期假设涵盖了常用分布的大家族，也代表了基线持续时间的老化或磨损现象。对于右删失失效时间数据，我们构造了有限维参数的半参数极大似然估计，并建立了大样本性质。形状的限制是通过一个非参数的最大似然估计的危险函数。我们的方法保证了估计方程的全局解的唯一性，并提供了半参数有效估计。仿真研究和实证应用表明，我们的方法的实用性。
We study accelerated failure time models in which the survivor function of the additive error term is log-concave. The log-concavity assumption covers large families of commonly used distributions and also represents the aging or wear-out phenomenon of the baseline duration. For right-censored failure time data, we construct semiparametric maximum likelihood estimates of the finite-dimensional parameter and establish the large sample properties. The shape restriction is incorporated via a nonparametric maximum likelihood estimator of the hazard function. Our approach guarantees the uniqueness of a global solution for the estimating equations and delivers semiparametric efficient estimates. Simulation studies and empirical applications demonstrate the usefulness of our method.