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  • 统计与管理学院2016年学术报告第41

     

    【主  题】Parametric Models for Competing Risks

    【报告人】 Xian Zhou, Ph.D.

    Macquarie University, Sydney, Australia

    【时  间】 2016年10月31日(星期一)16:00-17:00

    【地  点】 上海财经大学统计与管理学院大楼1208室

    【摘  要】“Competing risk” or “multiple cause” survival data arise in medical, criminological, financial, engineering, and many other contexts when death or failure of an individual or unit is classified into one of a variety of types or causes (risks). This work carefully formulates parametric mixture models for competing risk data, which allows for censoring and “immune” individuals who are not at risk of failure from any of the causes under consideration. Large-sample properties of the maximum likelihood estimators for the model parameters and tests for the presence of immunes are derived. The results allow many of the data-analytic questions for competing risks data to be formulated and answered in a satisfying way. The methods and approaches are illustrated on a set of criminological (re–arrest) data from Western Australia.

    【邀请人】 尤进红