Smoothed rank-based procedure for censored data
Zhao, Yudong, Brown, Bruce M., & Wang, You-Gan (2014) Smoothed rank-based procedure for censored data. Electronic Journal of Statistics, 8(2), pp. 2953-2974.
A smoothed rank-based procedure is developed for the accelerated failure time model to overcome computational issues. The proposed estimator is based on an EM-type procedure coupled with the induced smoothing. "The proposed iterative approach converges provided the initial value is based on a consistent estimator, and the limiting covariance matrix can be obtained from a sandwich-type formula. The consistency and asymptotic normality of the proposed estimator are also established. Extensive simulations show that the new estimator is not only computationally less demanding but also more reliable than the other existing estimators.
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|Item Type:||Journal Article|
|Keywords:||Accelerated failure time model, Buckley-James estimator, induced, smoothing, rank-based procedure, failure time model, linear-regression, clustered data, tests, estimator|
|Divisions:||Current > QUT Faculties and Divisions > Science & Engineering Faculty|
|Copyright Owner:||Copyright 2014 Institute of Mathematical Statistics|
|Deposited On:||17 Nov 2015 05:22|
|Last Modified:||20 Nov 2015 00:14|
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