Estimation in a class of semiparametric transformation models

Dabrowska, Dorota M., University of California, Los Angeles

doi:10.1214/074921706000000437

Translator Disclaimer

VOL. 49 | 2006 Estimation in a class of semiparametric transformation models

Dorota M. Dabrowska

Editor(s) Javier Rojo

Institute of Mathematical Statistics Lecture Notes - Monograph Series, 2006: 131-169 (2006) https://doi.org/10.1214/074921706000000437

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