A rank estimator in the two-sample transformation model with randomly censored data (Q1206655)
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English | A rank estimator in the two-sample transformation model with randomly censored data |
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A rank estimator in the two-sample transformation model with randomly censored data (English)
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1 April 1993
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Two samples of independent random variables with common distribution functions \(F_ 1\) and \(F_ 2\), respectively, are analyzed which are assumed to satisfy a transformation model \(F_ 2(t)=D(F_ 1(t);\theta)\). Here \(F_ 1\), \(F_ 2\) and \(\theta\) are unknown but the functional form of \(D\) is given. An \(M\)-type estimator (based on random scores) of \(\theta\) is proposed and its asymptotic normality is proved, when the data of interest are at risk of being censored from the right.
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generalization of Lehmann alternatives model
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random censoring
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asymptotic relative efficiency
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proportional hazards model
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censored data
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product-limit estimator
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empirical processes
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right censoring
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transformation model
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\(M\)-type estimator
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random scores
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asymptotic normality
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