双变量生存数据关联模型

A Model for Association in Bivariate Survival Data

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1982
被引 480 · 同刊同年前 10%
ABS 4

中文导读

重新参数化了Clayton双变量生命表关联模型,推导了信息矩阵,并提出了基于Kendall和谐系数的非参数估计量及其渐近方差。

Abstract

Summary A reparameterization of a model introduced by D. G. Clayton for association in bivariate life-tables is discussed. Inference for the parameter governing the association is considered when the marginal distributions are specified up to Lehmann alternatives. The information matrix is derived explicitly and it is shown that the parameterization is moderately successful in introducing orthogonality between the association parameter and the two scale parameters. The likelihood proposed by Clayton for the case that the marginal distributions are completely unknown is criticized. An alternative nonparametric estimator based on Kendall's coefficient of concordance is proposed and its asymptotic variance evaluated.

生存分析非参数统计双变量分析计量经济学