Information bounds and efficient estimation in a class of censored transformation models

DOI10.1007/S10440-007-9112-3MaRDI QIDQ996750zbMATHOpenAlexFDO

Authors Dorota M. Dabrowska

Publication date 19 July 2007

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0608088

zbMATH Keywords

Semiparametric modelsInformation boundsMartingale identitiesOne-step maximum likelihoodTransformation models

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)

Abstract: Transformation models provide a common tool for regression analysis of censored failure time data. The most common approach towards parameter estimation in these models is based on the nonparametric profile likelihood method. Several authors proposed also ad hoc M-estimators of the Euclidean component of the model. These estimators are usually simpler to impelement and many of them have good practical performance. In this paper we consider the form of the information bound for estimation if the Euclidean parameter of the model and propose a modification of inefficient M-estimators to one-step maximum likelihood estimates.

Recommendations

• Estimation in a class of semiparametric transformation models
• Analysis of transformation models with censored data
• Censored regression in semiparametric transformation models for survival data
• Semiparametric estimation of censored transformation models
• Miscellanea. On the linear transformation model for censored data

Cites work

• scientific article; zbMATH DE number 4205619 (Why is no real title available?)
• scientific article; zbMATH DE number 4137198 (Why is no real title available?)
• scientific article; zbMATH DE number 410135 (Why is no real title available?)
• scientific article; zbMATH DE number 1181283 (Why is no real title available?)
• scientific article; zbMATH DE number 3385132 (Why is no real title available?)
• Analysis of survival data with cross-effects of survival functions
• Consistency of the NPML Estimator in the Right-Censored Transformation Model
• Estimation in a class of semiparametric transformation models
• Generalized proportional hazards model based on modified partial likelihood
• Information bounds for Cox regression models with missing data.
• Maximum Likelihood Estimation in the Proportional Odds Model
• Predicting Survival Probabilities With Semiparametric Transformation Models
• Quantile regression in transformation models
• Rank regression
• Robust inference for univariate proportional hazards frailty regression models
• Semiparametric Inference in the Proportional Odds Regression Model
• Semiparametric efficient estimation in the generalized odds-rate class of regression models for right-censored time-to-event data
• The Power of Rank Tests

This page was built for publication: Information bounds and efficient estimation in a class of censored transformation models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q996750)