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。

IF 1.2 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
Lifetime Data Analysis Pub Date : 2024-10-01 Epub Date: 2024-08-24 DOI:10.1007/s10985-024-09632-z
Huazhen Yu, Rui Zhang, Lixin Zhang
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引用次数: 0

摘要

本文讨论了对有依赖性删减的现状数据进行回归分析的问题,这是横断面研究、流行病学调查和肿瘤致病性实验等许多领域经常出现的问题。通常采用基于 Copula 模型的方法来解决这一问题。然而,这些方法往往在模型和参数识别方面面临挑战。本文的主要目的是针对关联参数未指定的依赖性现状数据提出一种基于 copula 的分析方法。我们的方法基于一般的半参数线性变换模型和参数 copulas。我们证明了所提出的半参数模型在某些规则性条件下可以从观测数据的分布中识别出来。在推理方面,我们开发了一种筛式最大似然估计方法,使用伯恩斯坦多项式来近似相关的非参数函数。我们确定了所提出的估计值的渐近一致性和正态性。最后,为了证明我们的方法的有效性和实际应用性,我们进行了广泛的模拟研究,并将提出的方法应用于一个真实数据实例。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

Copula-based analysis of dependent current status data with semiparametric linear transformation model.

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.

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来源期刊
Lifetime Data Analysis
Lifetime Data Analysis 数学-数学跨学科应用
CiteScore
2.30
自引率
7.70%
发文量
43
审稿时长
3 months
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.
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