한국신뢰성학회지:신뢰성응용연구 (Journal of Applied Reliability)
- 제1권2호
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- Pages.149-163
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- 2001
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- 1738-9895(pISSN)
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- 2733-8320(eISSN)
정보적 중도절단을 고려한 최대 편우도 추정량의 정규성
Normality of the MPLE of a Proportional Hazard Model for Informative Censored Data
초록
We study the normality of the maximum partial likelihood estimators for the proportional hazard model with informative censored data. The proposed models cover the cases in which the times to a primary event may be informatively or randomly censored and the times to a secondary event may be randomly censored. To estimate the parameters and to check the normality of the parameters in the model, we adopt the partial likelihood and counting process to use the martingale central limit theorem. Simulation studies are performed to examine the normality of the MPLE's for the five cases in which they depend upon the proportions of randomly censored and informative censored data.
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