Title: 在截切變數具相關性下之半母數推論
Semiparametric Inference under Dependent Truncation
Authors: 王維菁
WANG WEIJING
國立交通大學統計學研究所
Keywords: Archimedean copula 模式;半母數推論;截切;Archimedean copula model;association study;semi-parametric inference;truncation.
Issue Date: 2008
Abstract: 許多科學研究資料中所記錄的變數是截切後的樣本,例如抽樣對像為六十歲以上的
人即代表壽命為截切變數,壽命高於六十則為截切條件。多數針對截切資料所發展
的統計方法都假設截切變數和所感興趣的變數間彼此為獨立。當兩者可能具有關
聯性時,有學者提出檢定此獨立假設是否合理的統計方法,亦有學者重新定義易
於在截切的條件下分析的相關係數,但是這些方法各有其限制。在計劃中我們假設
兩個變數在未截切前的關聯性服從某個半母數 Archimedean copula 模式,在此假設
下提出推論方法以估計邊際分配函數,截切比例,和關聯性參數。我們將以模擬研究
檢驗所提出方法的可行性和其在有限樣本下的表現,並推導所提出方法的大樣本性
質。
In many useful applications, the variable of interest many be truncated by another
random variable. Most existing inference methods are derived under the assumption that
the truncation variable is independent of the variable of interest. When these two
variables are possibly correlated, some statisticians have proposed methods to test
quasi-independence between the two variables or defined a new measure of association
conditional on the observable region after truncation. In this project, we assume that the
dependence structure before truncation follows a semi-parametric copula model. Then
we will study how to estimate the marginal distribution functions; the truncation
proportion and the association parameter given truncated data. The whole problem is
quite challenging since all of the above three quantities are unknown and estimating
each of them under truncation is not an easy task. Simulations will be performed to
assess the validity of the estimators and evaluate their finite sample performances. Large
sample theory of the proposed method will be developed.
Gov't Doc #: NSC95-2118-M009-005-MY3
URI: http://hdl.handle.net/11536/101901
https://www.grb.gov.tw/search/planDetail?id=1582609&docId=271093
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