V. Bagdonavičius, R. Levuliené, M. Nikulin, “Asymptotic analysis of a new dynamic semiparametric regression model with cross-effects of survivals”, Zap. Nauchn. Sem. POMI, 2010, Volume 384,Pages <nobr>29

Asymptotic analysis of a new dynamic semiparametric regression model with cross-effects of survivals

V. Bagdonavičius^a, R. Levuliené^a, M. Nikulin^b

^a Department of Statistics, Vilnius University, Lithuania
^b IMB, University Bordeaux-2, France

Abstract: A new flexible and simple semiparametric model including the cases when hazard rates cross, go away, are proportional, approach or converge is proposed. Semiparametric estimation procedures for censored data are given. A test for absence of hazard rates crossing is proposed. Bibl. 11 titles.

Key words and phrases: crossing of hazard rates, hypothesis testing, semiparametric estimation, modified partial likelihood, profile likelihood, statistical test.

UDC: 519

Received: 13.11.2010

Language: English