当前状态数据模型的基于似然的非参数惩罚推理

IF 1 4区 数学 Q3 STATISTICS & PROBABILITY
Meiling Hao, Yuanyuan Lin, Kin-Yat Liu, Xingqiu Zhao
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引用次数: 0

摘要

导出非参数估计的极限分布是相当具有挑战性的,但对统计推断具有根本的重要性。对于当前状态数据,我们研究了未知累积风险函数的惩罚非参数似然估计,并建立了结果的非参数估计的逐点渐近正态性。我们还提出了局部和全局假设的惩罚似然比检验,推导了它们的极限分布,并研究了全局检验的最优性。仿真研究表明,与经典的似然比检验相比,该方法具有较好的效果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Penalized nonparametric likelihood-based inference for current status data model
: Deriving the limiting distribution of a nonparametric estimate is rather challenging but of fundamental importance to statistical inference. For the current status data, we study a penalized nonparametric likelihood- based estimator for an unknown cumulative hazard function, and establish the pointwise asymptotic normality of the resulting nonparametric esti- mate. We also propose the penalized likelihood ratio tests for local and global hypotheses, derive their limiting distributions, and study the opti- mality of the global test. Simulation studies show that the proposed method works well compared to the classical likelihood ratio test.
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来源期刊
Electronic Journal of Statistics
Electronic Journal of Statistics STATISTICS & PROBABILITY-
CiteScore
1.80
自引率
9.10%
发文量
100
审稿时长
3 months
期刊介绍: The Electronic Journal of Statistics (EJS) publishes research articles and short notes on theoretical, computational and applied statistics. The journal is open access. Articles are refereed and are held to the same standard as articles in other IMS journals. Articles become publicly available shortly after they are accepted.
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