右删失数据风险函数直方图估计  

The Histogram Estimation of Hazard Function for Right Censored Data

作　　者：乔舰[1] 李再兴[1] 

机构地区：[1]中国矿业大学(北京)理学院,北京100083

出　　处：《统计与信息论坛》2015年第1期14-17,共4页Journal of Statistics and Information

基　　金：国家自然科学基金项目<随机效应混合模型的统计推断>(11001267)

摘　　要：鉴于生存分析中风险函数较生存函数更能反映生存数据内在失效机制,基于累计风险函数的Nelson-Aalen估计量,构造了右删失数据风险函数的新直方图估计量,并对该估计量的偏差、方差、积分均方误差等统计性质进行了论证,对该估计量的使用注意事项进行了说明,通过数值模拟进一步说明了新估计量的合理性。According to the hazard function in survival analysis can better reflect the internal failure mechanism of survival data than the survival function , this paper constructs a new estimation of hazard function for the right censored data based on the Nelson‐Aalen estimation of cumulative hazard function and histogram estimation methods , and the statistical properties of the estimator such as the bias , variance , the mean integrated squared error are analyzed , the cautions in application of the estimation is described , the rationality of new estimation is further proved by simulation .

关 键 词：右删失数据 风险函数 直方图估计 

分 类 号：O212[理学—概率论与数理统计] F840.323[理学—数学]