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  • 统计与管理学院2017年学术报告第51

     

    【主  题】On Estimation of General Index Model for Survival Data

    【报告人】Ma Yanyuan, 教授

    宾夕法尼亚州立大学

    【时  间】 2017年07月05日(星期三)14:00-15:00

    【地  点】 上海财经大学统计与管理学院大楼1208室

    【摘  要】We propose a general index model for survival data, which generalizes many commonly used semiparametric survival models and belongs to the framework of dimension reduction. Using a combination of geometric approach in semiparametrics and martingale treatment in survival data analysis, we devise estimation procedures that are feasible and do not require covariate-independent censoring as assumed in many dimension reduction methods for censored survival data. We establish the root-$n$ consistency and asymptotic normality of the proposed estimators and derive the most efficient estimator in this class for the general index model. Numerical experiments are carried out to demonstrate the empirical performance of the proposed estimators and an application to an AIDS data further illustrates the usefulness of the work.

    【邀请人】 冯兴东