[Statlist] Séminaire le 1er avril 2008, Institut de Statistique, Neuchâtel

[ISTAT Messagerie]

SEMINAIRE DE STATISTIQUE

Universit� de Neuch�tel

Institut de Statistique,

Pierre � Mazel, 7

(1er �tage, salle 110), Neuch�tel

http://www2.unine.ch/statistics

 

Mardi 1er avril  2008, 11h00

**********************************

Prof. Guosheng Yin, MD Anderson Cancer Center, University of Texas, Houston, Texas



Titre: Power-Transformed Linear Quantile Regression with Censored Data 

We propose a class of power-transformed linear quantile regression models for survival data subject to random censoring. The estimation procedure follows two sequential steps: first, for a given transformation parameter, we can easily obtain the estimates for the regression coefficients associated with covariates by minimizing a well-defined convex objective function; and second, we can estimate the transformation parameter based on a model discrepancy measure by constructing cumulative sum processes. We show that both the regression and transformation parameter estimates are strongly consistent and asymptotically normal. The variance-covariance matrix depends on the unknown density function of the error term. To avoid nonparametric functional estimation, the variance can be naturally estimated by the usual bootstrap method. We examine the performance of the proposed method for finite sample sizes through simulation studies, and illustrate it with a real data example. 

(joint work with DONGLIN ZENG and HUI LI) 





Vous pouvez consulter le programme des s�minaires de l'institut de statistique sur la page http://www2.unine.ch/statistics/page19813.html


	[[alternative HTML version deleted]]