A tutorial on rank-based coefficient estimation for censored data in small- and large-scale problems

• Published in: Statistics and computing Vol. 23; no. 5; pp. 601 - 614
• Main Authors: Chung, Matthias, Long, Qi, Johnson, Brent A.
• Format: Journal Article
• Language: English
• Published: Boston Springer US 01.09.2013
• Subjects: Artificial Intelligence; Coefficients; Mathematics and Statistics; Probability and Statistics in Computer Science; Statistical Theory and Methods; Statistics; Statistics and Computing/Statistics Programs; Survival analysis; Ill-posed problems; Accelerated failure time model; Regularization

The analysis of survival endpoints subject to right-censoring is an important research area in statistics, particularly among econometricians and biostatisticians. The two most popular semiparametric models are the proportional hazards model and the accelerated failure time (AFT) model. Rank-based e...