Sample size corrections for the maximum partial likelihood estimator

被引：1

作者：

Cruz, FRB

Colosimo, EA

Smith, JM

机构：

[1] Univ Fed Minas Gerais, Dept Stat, BR-31270901 Belo Horizonte, MG, Brazil

[2] Univ Massachusetts, Dept Mech & Ind Engn, Amherst, MA 01003 USA

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2004年 / 33卷 / 01期

关键词：

maximum partial likelihood estimate; censored data; bootstrap; jackknife;

D O I：

10.1081/SAC-120028432

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, resampling methods, namely the jackknife and the bootstrap, are considered for bias evaluation and correction of maximum partial likelihood estimators. A complete set of Monte Carlo simulations compare the proposed approaches with formulae recently proposed for bias correction to order n(-1). The results indicate a competitive performance for these methods.

引用

页码：35 / 47

页数：13

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