{"title":"利用半参数线性变换模型对依赖性时态数据进行基于 Copula 的分析。","authors":"Huazhen Yu, Rui Zhang, Lixin Zhang","doi":"10.1007/s10985-024-09632-z","DOIUrl":null,"url":null,"abstract":"<p><p>This paper discusses regression analysis of current status data with dependent censoring, a problem that often occurs in many areas such as cross-sectional studies, epidemiological investigations and tumorigenicity experiments. Copula model-based methods are commonly employed to tackle this issue. However, these methods often face challenges in terms of model and parameter identification. The primary aim of this paper is to propose a copula-based analysis for dependent current status data, where the association parameter is left unspecified. Our method is based on a general class of semiparametric linear transformation models and parametric copulas. We demonstrate that the proposed semiparametric model is identifiable under certain regularity conditions from the distribution of the observed data. For inference, we develop a sieve maximum likelihood estimation method, using Bernstein polynomials to approximate the nonparametric functions involved. The asymptotic consistency and normality of the proposed estimators are established. Finally, to demonstrate the effectiveness and practical applicability of our method, we conduct an extensive simulation study and apply the proposed method to a real data example.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":null,"pages":null},"PeriodicalIF":1.2000,"publicationDate":"2024-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Copula-based analysis of dependent current status data with semiparametric linear transformation model.\",\"authors\":\"Huazhen Yu, Rui Zhang, Lixin Zhang\",\"doi\":\"10.1007/s10985-024-09632-z\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p><p>This paper discusses regression analysis of current status data with dependent censoring, a problem that often occurs in many areas such as cross-sectional studies, epidemiological investigations and tumorigenicity experiments. Copula model-based methods are commonly employed to tackle this issue. However, these methods often face challenges in terms of model and parameter identification. The primary aim of this paper is to propose a copula-based analysis for dependent current status data, where the association parameter is left unspecified. Our method is based on a general class of semiparametric linear transformation models and parametric copulas. We demonstrate that the proposed semiparametric model is identifiable under certain regularity conditions from the distribution of the observed data. For inference, we develop a sieve maximum likelihood estimation method, using Bernstein polynomials to approximate the nonparametric functions involved. The asymptotic consistency and normality of the proposed estimators are established. Finally, to demonstrate the effectiveness and practical applicability of our method, we conduct an extensive simulation study and apply the proposed method to a real data example.</p>\",\"PeriodicalId\":49908,\"journal\":{\"name\":\"Lifetime Data Analysis\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.2000,\"publicationDate\":\"2024-10-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Lifetime Data Analysis\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1007/s10985-024-09632-z\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"2024/8/24 0:00:00\",\"PubModel\":\"Epub\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Lifetime Data Analysis","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s10985-024-09632-z","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2024/8/24 0:00:00","PubModel":"Epub","JCR":"Q3","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
Copula-based analysis of dependent current status data with semiparametric linear transformation model.
This paper discusses regression analysis of current status data with dependent censoring, a problem that often occurs in many areas such as cross-sectional studies, epidemiological investigations and tumorigenicity experiments. Copula model-based methods are commonly employed to tackle this issue. However, these methods often face challenges in terms of model and parameter identification. The primary aim of this paper is to propose a copula-based analysis for dependent current status data, where the association parameter is left unspecified. Our method is based on a general class of semiparametric linear transformation models and parametric copulas. We demonstrate that the proposed semiparametric model is identifiable under certain regularity conditions from the distribution of the observed data. For inference, we develop a sieve maximum likelihood estimation method, using Bernstein polynomials to approximate the nonparametric functions involved. The asymptotic consistency and normality of the proposed estimators are established. Finally, to demonstrate the effectiveness and practical applicability of our method, we conduct an extensive simulation study and apply the proposed method to a real data example.
期刊介绍:
The objective of Lifetime Data Analysis is to advance and promote statistical science in the various applied fields that deal with lifetime data, including: Actuarial Science – Economics – Engineering Sciences – Environmental Sciences – Management Science – Medicine – Operations Research – Public Health – Social and Behavioral Sciences.