Robust estimators of accelerated failure time regression with generalized log-gamma errors
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Abstract: The generalized log-gamma (GLG) model is a very flexible family of distributions to analyze datasets in many different areas of science and technology. In this paper, we propose estimators which are simultaneously highly robust and highly efficient for the parameters of a GLG distribution in the presence of censoring. We also introduced estimators with the same properties for accelerated failure time models with censored observations and error distribution belonging to the GLG family. We prove that the proposed estimators are asymptotically fully efficient and examine the maximum mean square error using Monte Carlo simulations. The simulations confirm that the proposed estimators are highly robust and highly efficient for finite sample size. Finally, we illustrate the good behavior of the proposed estimators with two real datasets.
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Cited in
(7)- Robust Wald-type tests under random censoring
- Method of trimmed moments for robust fitting of parametric failure time models
- 2nd special issue on robust analysis of complex data
- The power of monitoring: how to make the most of a contaminated multivariate sample
- Generalized log-gamma additive partial linear models with P-spline smoothing
- Robust estimators for one-shot device testing data under gamma lifetime model with an application to a tumor toxicological data
- Covariance matrices of S robust regression estimators
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