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。