Information Bounds and Efficient Estimation in a Class of Censored Transformation Models

• Autores: Dorota M. Dabrowska
• Localización: Acta applicandae mathematicae, ISSN 0167-8019, Vol. 96, Nº. 1-3, 2007, págs. 177-201
• Idioma: inglés
• DOI: 10.1007/s10440-007-9112-3
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• Resumen

  • Transformation models provide a popular tool for regression analysis of censored failure time data. The most common approach towards parameter estimation in these models is based on nonparametric profile likelihood method. Several authors proposed also ad hoc M-estimators of the Euclidean component of the model. These estimators are usually simpler to implement and many of them have good practical performance. In this paper we consider the form of the information bound for estimation of the Euclidean parameter of the model and propose a modification of the inefficient M-estimators to one-step maximum likelihood estimates.