Proportional hazards model with quantile functions

被引：4

作者：

Nair, N. Unnikrishnan ^{[1
]}

Sankaran, P. G. ^{[1
]}

Sunoj, S. M. ^{[1
]}

机构：

[1] Cochin Univ Sci & Technol, Dept Stat, Cochin 682022, Kerala, India

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2018年 / 47卷 / 19期

关键词：

Characterization; Cumulative Kullback-Leibler divergence; Proportional Hazards model; Quantile funtion; Reliability measures; Stochastic orders; RESIDUAL LIFE MODEL; STOCHASTIC ORDERS; DISCRIMINATION; ENTROPY;

D O I：

10.1080/03610926.2018.1445858

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：

Proportional Hazards Model (PHM) introduced by Cox (1972) is extensively studied in literature. In this paper, we study reliability properties of the PHM using quantile functions. Some special properties of the quantile function, which are not shared by distribution function are explored to study various properties of the PHM. We discuss ageing properties and stochastic orders for the PHM. The quantile-based dynamic cumulative Kullback-Leibler divergence of PHM is studied. Characterizations of some important quantile densities using PHM are also proved.

引用

页码：4710 / 4723

页数：14

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