On heteroscedastic hazards regression models: Theory and application

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 63, Issue 1, 2001, Pages 63-79

  Hsieh, Fushing ^a,b  

^a ACADEMIA SINICA   (Taiwan)

^b INSTITUTE OF STATISTICAL SCIENCE   (Taiwan)

Author keywords

Crossing hazard; Histogram sieve; Martingale process; Overidentified estimating equation; Partial likelihood; Transformation model

Indexed keywords

EID: 0035648841     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00276     Document Type: Article

References (24)

1. Aalen, O. O. (1978) Nonparametric inference for a family of counting processes. Ann. Statist., 6, 701-726.
2. -(1980) A model for nonparametric regression analysis of counting processes. Lect. Notes Statist., 2, 1-25.
3. -(1988) Heterogeneity in survival analysis. Statist. Med., 7, 1121-1137.
4. -(1992) Modelling heterogeneity in survival analysis by the compound poisson distribution. Ann. Appl. Probab., 2, 951-972.
5. Andersen, P. K. and Gill, R. D. (1982) Cox's regression model for counting processes: a large sample study. Ann. Statist., 10, 1100-1120.
6. Bagdonavičiuc, V. and Nikulin, M. (1999) Generalized proportional hazards model based on modified partial likelihood. Lifetime Data Anal., 5, 329-350.
7. Bickel, P. J. (1978) Using residuals robustly: I, Tests for heteroscedasticity, nonlinearity. Ann. Statist., 6, 266-291.
8. Clayton, D. and Cuzick, J. (1985) Multivariate generalizations of proportional hazards model (with discussion). J. R. Statist. Soc. A, 148, 82-117.
9. Cox, D. R. (1972) Regression models and life-tables (with discussion). J. R. Statist. Soc. B, 34, 187-220.
10. -(1975) Partial likelihood. Biometrika, 62, 269-276.
11. Geman, S. and Hwang, C. R. (1982) Nonparametric maximum likelihood estimation by the method of sieves. Ann. Statist., 10, 401-414.
12. Gill, R. D. (1989) Non-and semi-parametric maximum likelihood estimation and the von Mises method - I. Scand. J. Statist., 16, 97-128.
13. Gill, R. D. and van der Vaart, A. W. (1993) Non-and semi-parametric maximum likelihood estimator and the von Mises method - II. Scand. J. Statist., 20, 271-288.
14. Grenander, U. (1980) Abstract Inference. New York: Wiley.
15. Hougaard, P. (1984) Life table methods for heterogeneous populations: distributions describing the heterogeneity. Biometrika, 71, 75-83.
16. -(1986) Survival models for heterogeneous populations derived from stable distributions. Biometrika, 73, 671-678.
17. Hsieh, F. (1997) Estimations in homoscedastic linear regression models with censored data: an empirical process approach. Ann. Statist., 25, 2665-2681.
18. Johansen, S. (1983) An extension of Cox's regression model. Int. Statist. Rev., 51, 165-179.
19. Manton, K. G., Stallard, E. and Vaupel, J. W. (1982) Methods of comparing the mortality experience of heterogeneous populations. Demography, 18, 389-410.
20. Oakes, D. (1989) Bivariate survival models induced by frailties. J. Am. Statist. Ass., 84, 487-493.
21. p when p → ∞. Probab. Theory Reltd Flds, 73, 571-583.
22. -(1988) Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity. Ann. Statist., 16, 356-366.
23. Stablein, D. M. and Koutrouvelis, I. A. (1985) A two sample test sensitive to crossing hazards in uncensored and singly censored data. Biometrics, 41, 643-652.
24. Turnbull, B. W. (1976) The empirical distribution function with arbitrarily grouped, censored and truncated data. J. R. Statist. Soc. B, 38, 290-295.