摘要
本文考虑了长度偏差右删失数据下均值剩余寿命模型的统计推断.当截断变量满足平稳性假设时,长度偏差右删失数据比左截断右删失数据具有更多的信息.为了提高参数估计的效率,我们在估计方程构造中添加了额外信息,通过组合方法获得了新的估计.模拟研究的结果也表明,组合估计方程的方法比仅考虑左截断右删失数据的方法更有效,结果表现更好.
Abstract We use the mean residual lifetime function to analyze the length biased data with right censorship. When the truncated time satisfies the stationarity assumption, the left truncated and right censored data turns to be the length-biased data and has special property. In order to improve the efficiency of the estimators, we use the combining estimating equation method that incorporates the additional information about length-biased sampling scheme to do the inference. The simulation shows that the combining estimating equation method performs better than the naive method which regards length-biased data as the left truncated data.
作者
厉诚博
胡淑兰
周勇
Cheng Bo LI;Shu Lan HU;Yong ZHOU(School of Statistics and Management,Shanghai University of Finance and Economics,Shanghai 200433,P.R.China;School of Statistics,Dongbei University of Finance and Economics,Dalian 116025,P.R.China;School of Statistics and Mathematics,Zhongnan University of Economics and Law,Wuhan 430073,P.R.China;Academy of Mathematics and Systems Science,Chinese Academy of Sciences,Beijing 100190,P.R.China)
出处
《数学学报（中文版）》
CSCD
北大核心
2018年第5期865-880,共16页
Acta Mathematica Sinica：Chinese Series
基金
国家自然科学重大研究计划重点项目(91546202)
国家自然科学基金重点项目(71331006)
国家自然科学基金项目(11601307)
上海财经大学创新团队支持计划(IRTSHUFE13122402)
上海财经大学研究生创新计划(CXJJ-2016-415)
关键词
组合信息
均值剩余寿命模型
长度偏差
右删失
计数过程
combining information
mean residual lifetime model
length-biased data
right censorship
counting process
