梁汉营 | A weighted estimator of conditional hazard rate with left-truncated and dependent data

时  间:2019年6月17日(周一)下午15:30-16:30

地  点:中北校区理科大楼A1514会议室

题  目: A weighted estimator of conditional hazard rate with left-truncated and dependent data

主讲人:梁汉营 同济大学 教授

摘   要:

Based on empirical likelihood method, we construct new weighted estimators of conditional density and conditional survival functions when the interest random variable is subject to random left-truncation, further we define a plug-in weighted estimator of the conditional hazard rate. Under strong mixing assumptions, we derive asymptotic normality of the proposed estimators which permit to built a confidence interval for the conditional hazard rate. The finite sample behavior of the estimators is investigated via simulations too.

主讲人简介:

同济大学数学科学学院教授、博士生导师、副院长,中国现场统计研究会生存分析分会常务理事,中国现场统计研究会高维数据统计分会常务理事,德国洪堡基金获得者。


发布者:张瑛发布时间:2019-06-12浏览次数:68