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Monotone rank estimation of transformation models with length-biased and right-censored data

查看全文 作　　者：CHEN [1,2]XiaoPing;SHI [1,3]JianHua;ZHOU [1,4]Yong 高影响力作者 机构地区：[1]School of Statistics and Management, Shanghai University of Finance and Economics;[2]School of Mathematics and Computer Science, Fujian Normal University;[3]School of Mathematics and Statistics, Minnan Normal University;[4]Academy of Mathematics and Systems Science, Chinese Academy of Sciences高影响力机构 出　　处：《Science China Mathematics》索引2015年第58卷第10期,共14页高影响力期刊 基　　金：supported by Graduate Innovation Foundation of Shanghai University of Finance and Economics(Grant No.CXJJ2013-451);Cultivation Foundation of Excellent Doctor Degree Dissertation of Shanghai University of Finance and Economics(Grant No.YBPY201504);Program of Educational Department of Fujian Province(Grant Nos.JA14079 and JA12060);Natural Science Foundation of Fujian Province(Grant Nos.2014J01001 and 2012J01028);National Natural Science Foundation of China(Grant No.71271128);the State Key Program of National Natural Science Foundation of China(Grant No.71331006);National Center for Mathematics and Interdisciplinary Sciences,Key Laboratory of Random Complex Structures and Data Science,Chinese Academy of Sciences and Shanghai First-class Discipline A and Innovative Research Team of Shanghai University of Finance and Economics,Program for Changjiang Scholars Innovative Research Team of Ministry of Education(Grant No.IRT13077) 摘　　要：This paper considers the monotonic transformation model with an unspecified transformation function and an unknown error function, and gives its monotone rank estimation with length-biased and rightcensored data. The estimator is shown to be√n-consistent and asymptotically normal. Numerical simulation studies reveal good finite sample performance and the estimator is illustrated with the Oscar data set. The variance can be estimated by a resampling method via perturbing the U-statistics objective function repeatedly. 关 键 词：变换模型 长度偏差 秩估计 右删失数据 单调 渐近正态性 误差函数 变换函数
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