Weighted rank estimation of nonparametric transformation models with case-1 and case-2 interval-censored failure time data

Tianqing Liu, Xiaohui Yuan and Jianguo Sun

Journal of Nonparametric Statistics, 2021, vol. 33, issue 2, 225-248

Abstract: Case-1 and case-2 interval-censored failure time data commonly occur in medical research as well as other fields and many methods have been developed for their analysis under different frameworks. In this paper, we consider regression analysis of such data and present a general class of nonparametric transformation models. One major advantage of these models is their flexibility and generality as they include the linear transformation model as a special case. For estimation of regression parameters, we propose a weighted rank (WR) estimation procedure and establish the consistency and asymptotic normality of the resulting estimator. Furthermore, to estimate the asymptotic covariance matrix of the proposed estimator, a resampling technique, which does not involve nonparametric density estimation or numerical derivatives, is developed. A numerical study is also conducted and suggests that the proposed methodology works well in practice. Finally an application is provided.

Date: 2021
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DOI: 10.1080/10485252.2021.1929219

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