• 제목/요약/키워드: randomly right censored data

검색결과 13건 처리시간 0.019초

Two-step LS-SVR for censored regression

  • Bae, Jong-Sig;Hwang, Chang-Ha;Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • 제23권2호
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    • pp.393-401
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    • 2012
  • This paper deals with the estimations of the least squares support vector regression when the responses are subject to randomly right censoring. The estimation is performed via two steps - the ordinary least squares support vector regression and the least squares support vector regression with censored data. We use the empirical fact that the estimated regression functions subject to randomly right censoring are close to the true regression functions than the observed failure times subject to randomly right censoring. The hyper-parameters of model which affect the performance of the proposed procedure are selected by a generalized cross validation function. Experimental results are then presented which indicate the performance of the proposed procedure.

Kernel Ridge Regression with Randomly Right Censored Data

  • Shim, Joo-Yong;Seok, Kyung-Ha
    • Communications for Statistical Applications and Methods
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    • 제15권2호
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    • pp.205-211
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    • 2008
  • This paper deals with the estimations of kernel ridge regression when the responses are subject to randomly right censoring. The iterative reweighted least squares(IRWLS) procedure is employed to treat censored observations. The hyperparameters of model which affect the performance of the proposed procedure are selected by a generalized cross validation(GCV) function. Experimental results are then presented which indicate the performance of the proposed procedure.

Censored Kernel Ridge Regression

  • Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • 제16권4호
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    • pp.1045-1052
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    • 2005
  • This paper deals with the estimations of kernel ridge regression when the responses are subject to randomly right censoring. The weighted data are formed by redistributing the weights of the censored data to the uncensored data. Then kernel ridge regression can be taken up with the weighted data. The hyperparameters of model which affect the performance of the proposed procedure are selected by a generalized approximate cross validation(GACV) function. Experimental results are then presented which indicate the performance of the proposed procedure.

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Weighted Estimation of Survival Curves for NBU Class Based on Censored Data

  • Lee, Sang-Bock
    • Journal of the Korean Data and Information Science Society
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    • 제7권1호
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    • pp.59-68
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    • 1996
  • In this paper, we consider how to estimate New Better Than Used (NBU) survival curves from randomly right censored data. We propose several possible NBU estimators and study their properties. Numerical studies indicate that the proposed estimators are appropriate in practical use. Some useful examples are presented.

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Weighted LS-SVM Regression for Right Censored Data

  • Kim, Dae-Hak;Jeong, Hyeong-Chul
    • Communications for Statistical Applications and Methods
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    • 제13권3호
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    • pp.765-776
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    • 2006
  • In this paper we propose an estimation method on the regression model with randomly censored observations of the training data set. The weighted least squares support vector machine regression is applied for the regression function estimation by incorporating the weights assessed upon each observation in the optimization problem. Numerical examples are given to show the performance of the proposed estimation method.

Iterative Support Vector Quantile Regression for Censored Data

  • Shim, Joo-Yong;Hong, Dug-Hun;Kim, Dal-Ho;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
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    • 제14권1호
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    • pp.195-203
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    • 2007
  • In this paper we propose support vector quantile regression (SVQR) for randomly right censored data. The proposed procedure basically utilizes iterative method based on the empirical distribution functions of the censored times and the sample quantiles of the observed variables, and applies support vector regression for the estimation of the quantile function. Experimental results we then presented to indicate the performance of the proposed procedure.

Tests for Exponentiality Against Harmonic New Better Than Used in Expectation Property of Life Distributions

  • Al-Ruzaiza, A.S.
    • International Journal of Reliability and Applications
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    • 제4권4호
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    • pp.171-181
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    • 2003
  • This paper proposes a U-test statistic for the problem of testing that a life distribution is exponential against the alternative that it is harmonic new better (worse) than used in expectation upper tail HNBUET (HNWUET), but not exponential on complete data. Selected critical values are tabulated for sample sizes n =5(1)60. The asymptotic normality of the statistic is proved and a comparison is made of the asymptotic efficiency between the statistic and other statistics. The power of the test is studied by simulation. A test for HNBUET in the case of randomly right-censored data is also considered. An application of the proposed test statistic in medical sciences is given.

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Two-Sample Inference for Quantiles Based on Bootstrap for Censored Survival Data

  • Kim, Ji-Hyun
    • Journal of the Korean Statistical Society
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    • 제22권2호
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    • pp.159-169
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    • 1993
  • In this article, we consider two sample problem with randomly right censored data. We propse two-sample confidence intervals for the difference in medians or any quantiles, based on bootstrap. The bootstrap version of two-sample confidence intervals proposed in this article is simple to apply and do not need the assumption of the shift model, so that for the non-shift model, the density estimation is not necessary, which is an attractive feature in small to moderate sized sample case.

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A STUDY ON KERNEL ESTIMATION OF A SMOOTH DISTRIBUTION FUNCTION ON CENSORED DATA

  • Jee, Eun Sook
    • 한국수학교육학회지시리즈A:수학교육
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    • 제31권2호
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    • pp.133-140
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    • 1992
  • The problem of estimating a smooth distribution function F at a point $\tau$ based on randomly right censored data is treated under certain smoothness conditions on F . The asymptotic performance of a certain class of kernel estimators is compared to that of the Kap lan-Meier estimator of F($\tau$). It is shown that the .elative deficiency of the Kaplan-Meier estimate. of F($\tau$) with respect to the appropriately chosen kernel type estimate. tends to infinity as the sample size n increases to infinity. Strong uniform consistency and the weak convergence of the normalized process are also proved.

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생존자료분석을 위한 혼합효과 최소제곱 서포트벡터기계 (Mixed effects least squares support vector machine for survival data analysis)

  • 황창하;심주용
    • Journal of the Korean Data and Information Science Society
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    • 제23권4호
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    • pp.739-748
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    • 2012
  • 최소제곱 서포트벡터기계 (least squares support vector machine)는 분류 및 비선형 회귀분석에서 유용하게 사용되고 있는 통계적 기법이다. 본 논문에서는 각 집단별로 생존자료가 관측된 경우 적용할 수 있는 LS-SVM을 제안한다. 제안된 모형은 임의우측 중도절단자료를 비선형 회귀모형에 적용할 수 있게 Kaplan- Meier의 중도절단분포의 추정값을 이용하여 구해진 가중값을 사용하고, 집단 간의 변동을 나타내기 위하여 임의효과항을 포함한다. 벌칙상수와 커널모수의 최적값을 구하기 위하여 일반화 교차타당성함수가 사용되고 모의실험에서는 임의효과항을 포함하지 않은 LS-SVM과 성능을 비교함으로써 제안된 방법의 우수성을 보이기로 한다.