Please use this identifier to cite or link to this item: http://hdl.handle.net/1783.1/39750

ANALYSIS OF MULTIVARIATE FAILURE TIME DATA USING MARGINAL PROPORTIONAL HAZARDS MODEL

Authors Chen, Ying
Chen, Kani View this author's profile
Ying, Zhiliang
Issue Date 2010
Source Statistica Sinica , v. 20, (3), 2010, JUL, p. 1025-1041
Summary The marginal proportional hazards model is an important tool in the analysis of multivariate failure time data in the presence of censoring. We propose a method of estimation via the linear combinations of martingale residuals. The estimation and inference procedures are easy to implement numerically. The estimation is generally more accurate than the existing pseudo-likelihood approach: the size of efficiency gain can be considerable in some cases, and the maximum relative efficiency in theory is infinite. Consistency and asymptotic normality are established. Empirical evidence in support of the theoretical claims is shown in simulation studies.
Subjects
ISSN 1017-0405
Language English
Format Article
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