Titman Andrew C
Department of Mathematics and Statistics, Lancaster University, Lancaster, LA1 4YF, UK,
Lifetime Data Anal. 2014 Jul;20(3):444-58. doi: 10.1007/s10985-013-9274-4. Epub 2013 Jun 22.
A likelihood based approach to obtaining non-parametric estimates of the failure time distribution is developed for the copula based model of Wang et al. (Lifetime Data Anal 18:434-445, 2012) for current status data under dependent observation. Maximization of the likelihood involves a generalized pool-adjacent violators algorithm. The estimator coincides with the standard non-parametric maximum likelihood estimate under an independence model. Confidence intervals for the estimator are constructed based on a smoothed bootstrap. It is also shown that the non-parametric failure distribution is only identifiable if the copula linking the observation and failure time distributions is fully-specified. The method is illustrated on a previously analyzed tumorigenicity dataset.
针对Wang等人(《寿命数据分析》,2012年,第18卷:434 - 445页)基于copula的当前状态数据相关观测模型,开发了一种用于获得失效时间分布非参数估计的似然方法。似然最大化涉及一种广义池相邻违规者算法。在独立模型下,该估计器与标准非参数最大似然估计一致。基于平滑自助法构建估计器的置信区间。还表明,只有当连接观测和失效时间分布的copula被完全指定时,非参数失效分布才是可识别的。该方法在之前分析过的致瘤性数据集上进行了说明。