Abstract
We consider estimation in a class of semiparametric transformation models for right–censored data. These models gained much attention in survival analysis; however, most authors consider only regression models derived from frailty distributions whose hazards are decreasing. This paper considers estimation in a more flexible class of models and proposes conditional rank M-estimators for estimation of the Euclidean component of the model
Information
Published: 1 January 2006
First available in Project Euclid: 28 November 2007
zbMATH: 1268.62130
MathSciNet: MR2337833
Digital Object Identifier: 10.1214/074921706000000437
Subjects:
Primary:
62G08
Secondary:
62G20
Keywords:
Fredholm and Volterra equations
,
M-estimation
,
Transformation models
Rights: Copyright © 2006, Institute of Mathematical Statistics
