IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

Weighted empiricals and the product-limit estimator in the multiplicative hazard and time transfer regression model

Listed author(s):
  • Yang, Song
Registered author(s):

    In a model that combines the usual multiplicative hazard regression model and the accelerated life model or its log transform, weighted empirical processes are used to define estimators of the underlying hazard and survival functions with a specified multiplicative factor in the hazard rate. The covariates as well as the weights are allowed to be time-dependent. The weak convergence of the estimators are obtained. These estimators can be used to define and analyze parametric estimators in the multiplicative hazard model, the censored regression or the accelerated life model.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 30 (1996)
    Issue (Month): 1 (September)
    Pages: 17-24

    in new window

    Handle: RePEc:eee:stapro:v:30:y:1996:i:1:p:17-24
    Contact details of provider: Web page:

    Order Information: Postal:

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:30:y:1996:i:1:p:17-24. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.