A Composite Redistribution-of-Mass Quantile Approach to Dimension Reduction in Regression with Censored Data
| 主讲人 |
Efang Kong |
简介 |
<p>This paper studies regressions of censored data where both the dependent variable and the censoring variable are assumed to follow multi-index structures as generalization of some parametric or semi-parametric models including the proportional hazard model. Incorporating the idea of redistributionof-mass" (Efron, 1967) for dealing with random censoring, we propose a composite quantile approach that (1) as a general dimension reduction method, can recover the dimension reduction spaces for both the dependent variable and the censoring variable; (2) is computationally straightforward and structure adaptive with better numerical e ciency; (3) runs less risk of model mis-speci cation, yet still retains e ciency comparable to parametric methods such as the Cox proportional hazard model and the accelerated failure time model. Applied in the analysis of the popular primary biliary cirrhosis data, the new approach leads to a revelation more in line with empirical evidence than existing statistical analysis did.</p> |
| 时间 |
2015-05-12(星期二)16:40-18:00 |
地点 |
N301 经济楼/Economics Building |
| 讲座语言 |
English |
主办单位 |
WISE-SOE |
| 承办单位 |
统计系&WISE |
类型 |
独立讲座 |
| 联系人信息 |
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主持人 |
Wei Zhong |
| 专题网站 |
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专题 |
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| 主讲人简介 |
<p>英国肯特大学（University of Kent at Canterbury）, 数学统计及精算学院, 讲师.</p>
<p><u><span style="color: #3366ff"><a href="/EventsMgr/Upload/File/2015/5/20150506090921212.pdf">Prof. Efang Kong's CV</a></span></u></p> |
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