Statistical Inference for Linear Transformation Models

Autor: Tai-Tso Lin, 林泰佐
Rok vydání: 2008
Druh dokumentu: 學位論文 ; thesis
Popis: 96
The linear transformation model, which includes the proportional hazard model and the proportional odds model, has received considerable attentions in recent years due to its flexibility. In the thesis, we consider semi-parametric estimation for the regression parameter. We review existing literature under the framework of classical inference theory. Specifically we will see how these “old” principles, namely method of moment and likelihood estimation, are applied to the modern estimation problem which involves an infinite dimensional nuisance parameter in the model formulation. After examining common techniques of handling censored data, we also propose a new approach. All the methods are evaluated by Monte Carlo simulations.
Databáze: Networked Digital Library of Theses & Dissertations