dc.contributor.authorWang, Siyang
dc.contributor.authorHu, Tao
dc.contributor.authorXiang, Liming
dc.contributor.authorCui, Hengjian
dc.identifier.citationWang, S., Hu, T., Xiang, L., & Cui, H. (2015). Generalized M-estimation for the accelerated failure time model. Statistics, 50(1), 114-138.en_US
dc.description.abstractThe accelerated failure time (AFT) model is an important regression tool to study the association between failure time and covariates. In this paper, we propose a robust weighted generalized M (GM) estimation for the AFT model with right-censored data by appropriately using the Kaplan–Meier weights in the GM–type objective function to estimate the regression coefficients and scale parameter simultaneously. This estimation method is computationally simple and can be implemented with existing software. Asymptotic properties including the root-n consistency and asymptotic normality are established for the resulting estimator under suitable conditions. We further show that the method can be readily extended to handle a class of nonlinear AFT models. Simulation results demonstrate satisfactory finite sample performance of the proposed estimator. The practical utility of the method is illustrated by a real data example.en_US
dc.description.sponsorshipMOE (Min. of Education, S’pore)en_US
dc.format.extent37 p.en_US
dc.rights© 2015 Taylor & Francis. This is the author created version of a work that has been peer reviewed and accepted for publication by Statistics, Taylor & Francis. It incorporates referee’s comments but changes resulting from the publishing process, such as copyediting, structural formatting, may not be reflected in this document. The published version is available at: [http://dx.doi.org/10.1080/02331888.2015.1032970].en_US
dc.subjectAccelerated failure time modelen_US
dc.subjectGeneralized M-estimatoren_US
dc.titleGeneralized M-estimation for the accelerated failure time modelen_US
dc.typeJournal Article
dc.contributor.schoolSchool of Physical and Mathematical Sciencesen_US
dc.description.versionAccepted versionen_US

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