Electronic Journal of Statistics

Smoothed rank-based procedure for censored data

Yudong Zhao, Bruce M. Brown, and You-Gan Wang

Full-text: Open access

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.

Article information

Source
Electron. J. Statist., Volume 8, Number 2 (2014), 2953-2974.

Dates
First available in Project Euclid: 12 January 2015

Permanent link to this document
https://projecteuclid.org/euclid.ejs/1421071612

Digital Object Identifier
doi:10.1214/14-EJS975

Mathematical Reviews number (MathSciNet)
MR3299129

Zentralblatt MATH identifier
1311.62168

Keywords
Accelerated failure time model Buckley-James estimator induced smoothing rank-based procedure

Citation

Zhao, Yudong; Brown, Bruce M.; Wang, You-Gan. Smoothed rank-based procedure for censored data. Electron. J. Statist. 8 (2014), no. 2, 2953--2974. doi:10.1214/14-EJS975. https://projecteuclid.org/euclid.ejs/1421071612


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