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

DOI10.1007/S10440-007-9112-3zbMATH Open1116.62104arXivmath/0608088OpenAlexW2593389452MaRDI QIDQ996750FDOQ996750

Authors: Dorota M. Dabrowska 

Publication date: 19 July 2007

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

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.

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

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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)

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