Semiparametric fiducial inference for Cox models
提出了一种新的半参数模型信任推断方法，并以Cox比例风险模型为例展开。该方法在最大似然估计失效时表现突出，适合分析生存数据的实证研究者参考。
Abstract R.A. Fisher introduced the fiducial distribution as a potential replacement for the Bayesian posterior distribution in the 1930s. During the past century, fiducial approaches have been explored in various parametric and nonparametric settings. However, to the best of our knowledge, no fiducial inference has been developed in the realm of semiparametric statistics. In this paper, we propose a novel fiducial approach for semiparametric models. In memory of Sir David Cox, who passed away in 2022, we use the Cox proportional hazards model, which is the most popular model for the analysis of survival data, as a running example. Other models and extensions are also discussed. In our experiments, we find that our method performs particularly well in situations where the maximum likelihood estimator fails.