基于刀切伪观测的广义估计方程渐近理论

Asymptotic theory of generalized estimating equations based on jack-knife pseudo-observations

Annals of Statistics · 2017
被引 68
ABS 4★

中文导读

建立了基于刀切伪观测的估计函数渐近理论,适用于生存分析中的Kaplan-Meier和Aalen-Johansen估计量,支持回归模型参数估计。

Abstract

A general asymptotic theory of estimates from estimating functions based on jack-knife pseudo-observations is established by requiring that the underlying estimator can be expressed as a smooth functional of the empirical distribution. Using results in $p$-variation norms, the theory is applied to important estimators from time-to-event analysis, namely the Kaplan–Meier estimator and the Aalen–Johansen estimator in a competing risks model, and the corresponding estimators of restricted mean survival and cause-specific lifetime lost. Under an assumption of completely independent censorings, this allows for estimating parameters in regression models of survival, cumulative incidences, restricted mean survival, and cause-specific lifetime lost. Considering estimators as functionals and applying results in $p$-variation norms is apparently an excellent way of studying the asymptotics of such estimators.

统计学生存分析计量经济学医学统计