主 题：On Estimation of General Index Model for Survival Data
主办单位：统计研究中心 统计学院 科研处
Yanyuan Ma is a professor at the statistics department of the Pennsylvania State University, and her main research interest is in semiparametrics.
We propose a general index model for survival data, which generalizes many commonly used semiparametric survival models and belongs to the framework of dimension reduction. Using a combination of geometric approach in semiparametrics and martingale treatment in survival data analysis, we devise estimation procedures that are feasible and do not require covariate-independent censoring as assumed in many dimension reduction methods for censored survival data. We establish the root-$n$ consistency and asymptotic normality of the proposed estimators and derive the most efficient estimator in this class for the general index model. Numerical experiments are carried out to demonstrate the empirical performance of the proposed estimators and an application to an AIDS data further illustrates the usefulness of the work.