Estimation in a class of semiparametric transformation models
Statistics Theory
2007-06-13 v3 Statistics Theory
Abstract
We consider estimation in a class of semiparametric transformation models for right--censored data. These models gained much attention in survival analysis; however, most authors consider only regression models derived from frailty distributions whose hazards are decreasing. This paper considers estimation in a more flexible class of models and proposes conditional rank M-estimators for estimation of the Euclidean component of the model.
Cite
@article{arxiv.math/0511506,
title = {Estimation in a class of semiparametric transformation models},
author = {Dorota M. Dabrowska},
journal= {arXiv preprint arXiv:math/0511506},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/074921706000000437 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)