Smoothed rank-based procedure for censored data

Zhao, Yudong, Brown, Bruce M. and Wang, You-Gan (2014) Smoothed rank-based procedure for censored data. Electronic Journal of Statistics, 8 2953-2974. doi:10.1214/14-EJS975


Author Zhao, Yudong
Brown, Bruce M.
Wang, You-Gan
Title Smoothed rank-based procedure for censored data
Journal name Electronic Journal of Statistics   Check publisher's open access policy
ISSN 1935-7524
Publication date 2014-01-01
Year available 2014
Sub-type Article (original research)
DOI 10.1214/14-EJS975
Open Access Status DOI
Volume 8
Start page 2953
End page 2974
Total pages 22
Place of publication Beachwood, OH United States
Publisher Institute of Mathematical Statistics
Language eng
Abstract 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.
Keyword Accelerated failure time model
Buckley-James estimator
Induced smoothing
Rank-based procedure
Failure time model
Linear regression
Clustered data
Tests
Estimator
Q-Index Code C1
Q-Index Status Confirmed Code
Institutional Status UQ

Document type: Journal Article
Sub-type: Article (original research)
Collections: School of Mathematics and Physics
Official 2015 Collection
 
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