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生存分析中的经验似然法-Empirical likelihood method in survival analysis

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标题(title):Empirical likelihood method in survival analysis
生存分析中的经验似然法
作者(author):Zhou, Mai
出版社(publisher):CRC Press
大小(size):4 MB (3757325 bytes)
格式(extension):pdf
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Table of contents :
Content: Introduction Survival Analysis Empirical Likelihood Empirical Likelihood for Right Censored Data Confidence Intervals Based on the EL Test Datasets Historical Notes Empirical Likelihood for Linear Functionals of Hazard Empirical Likelihood, Poisson Version Feasibility of the Constraints (2.5) Maximizing the Hazard Empirical Likelihood Some Technical Details Predictable Weight Functions Two Sample Tests Hazard Estimating Equations Empirical Likelihood, Binomial Version Poisson or Binomial? Some Notes on Counting Process Martingales Discussion, Remarks, and Historical Notes Empirical Likelihood for Linear Functionals of the Cumulative Distribution Function One Sample Means Proof of Theorem 23 Illustration Two Independent Samples Equality of k Medians Functionals of the CDF and Functionals of Hazard Predictable Mean Function Discussion, Historical Notes, and Remarks Empirical Likelihood Analysis of the Cox Model Introduction Empirical Likelihood Analysis of the Cox Model Confidence Band for the Baseline Cumulative Hazard An Alternative Empirical Likelihood Approach Yang and Prentice Extension of the Cox Model Historical Notes Some Known Results about the Cox Model Empirical Likelihood Analysis of Accelerated Failure Time Models AFT Models AFT Regression Models The Buckley-James Estimator An Alternative EL Analysis for the Buckley-James Estimator Rank Estimator for the AFT Regression Model AFT Correlation Models EL Analysis of AFT Correlation Models Discussion and Historical Remarks Computation of Empirical Likelihood Ratio with Censored Data Empirical Likelihood for Uncensored Data EL after Jackknife One or Two Sample Hazard Features Empirical Likelihood Testing Concerning Mean Functions EL Testing within the Cox Models and Yang and Prentice Models Testing for AFT Models Empirical Likelihood for Overdetermined Estimating Equations Testing Part of the Parameter Vector Intermediate Parameters Lorenz Curve and Trimmed Mean Confidence Intervals Historical Note and Generalizations Optimality of Empirical Likelihood and Plug-in Empirical Likelihood Pseudo Empirical Likelihood Ratio Test Tests Based on Empirical Likelihood Optimal Confidence Region Illustrations Adjustment of the Pseudo Empirical Likelihood Test Weighted Empirical Likelihood Discussion and Historical Notes Miscellaneous Smoothing Exponential Tilted Likelihood Confidence Bands Discussion and Historical Notes Bibliography Index Exercises appear at the end of each chapter.
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