光华讲坛——社会名流与企业家论坛第4602期

主题：On Estimation of General Index Model for Survival Data

主讲人：宾夕法利亚州立大学 马彦源教授

主持人：吕绍高副教授

时间：2017年6月21日（星期三）下午4:00-5:00

地点：弘远楼402B会议室

主办单位：统计研究中心 统计学院 科研处

主讲人简介：

马彦源是宾夕法利亚州立大学统计系教授，主要研究方向是半参数。

Yanyuan Ma is a professor at the statistics department of the Pennsylvania State University, and her main research interest is in semiparametrics.

内容提要：

We propose a general index model for survival data, which generalizesmany commonly used semiparametric survival models and belongs to theframework 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.