曹志强, 金蛟, 吴儒杰, 张久玲, 李慧. 边际加法危险率分布的变联结参数copula模型[J]. 北京师范大学学报(自然科学版), 2022, 58(1): 1-11. DOI: 10.12202/j.0476-0301.2021239
引用本文: 曹志强, 金蛟, 吴儒杰, 张久玲, 李慧. 边际加法危险率分布的变联结参数copula模型[J]. 北京师范大学学报(自然科学版), 2022, 58(1): 1-11. DOI: 10.12202/j.0476-0301.2021239
CAO Zhiqiang, JIN Jiao, WU Rujie, ZHANG Jiuling, LI Hui. Varying-association copula models for marginal additive hazards distribution[J]. Journal of Beijing Normal University(Natural Science), 2022, 58(1): 1-11. DOI: 10.12202/j.0476-0301.2021239
Citation: CAO Zhiqiang, JIN Jiao, WU Rujie, ZHANG Jiuling, LI Hui. Varying-association copula models for marginal additive hazards distribution[J]. Journal of Beijing Normal University(Natural Science), 2022, 58(1): 1-11. DOI: 10.12202/j.0476-0301.2021239

边际加法危险率分布的变联结参数copula模型

Varying-association copula models for marginal additive hazards distribution

  • 摘要: 为研究边际生存函数是半参数加法危险率模型的多维生存时间相关性随某个指标的变化,提出一类变联结参数copula模型.采用二阶段估计法来研究生存时间之间的动态相关结构.利用Lin等所提方法估计边际加法危险率模型的生存函数;将其代入一种copula模型的局部伪似然函数中,得到变联结参数的局部估计量,并给出该局部估计量的相合性和渐近正态性;通过随机模拟研究其在有限样本下的表现;利用diabetic retinopathy study(DRS)中的实际数据验证所提估计方法的可行性.

     

    Abstract: To study correlation of multivariate survival times with semi-parametric additive hazards model, we propose a class of varying-association copula model.A two-stage estimation algorithm is proposed to study the dynamic correlation structure among survival times.First, the method proposed by Lin was used to obtain estimates of marginal survival functions of additive hazards model.Then the estimated survival functions were inserted into a local pseudo-likelihood function based on copula model, to estimate varying association parameter.Consistency and asymptotic normality of the proposed estimators were established, and simulation studies were conducted to empirically examine the finite-sample performances of the proposed methods.The new approach was illustrated with real data from diabetic retinopathy study (DRS).

     

/

返回文章
返回