1 |
相依競爭風險邊際分配估計之探討張簡嘉詠 Unknown Date (has links)
競爭風險之下對邊際分配的估計,是許多領域中常遇到的問題。由於主要事件及次要事件互相競爭,只要一種事件先發生即終止對另一事件的觀察,在兩事件同時發生的機率為0之下,連一筆完整的資料我們都無法蒐集到。除非兩事件互為獨立或加上其它條件,否則會有邊際分配無法識別的問題。但是獨立的條件在有些情況下並不合理,為解決相依競爭風險之邊際分配無法識別的問題,可先假定兩事件發生時間之間的關係。
由於關聯結構定義出兩變數間的結合關係,我們可利用關聯結構解釋兩事件發生時間之間的關係。假定兩變數之相關性參數為已知,且採用機率積分轉換的觀念,本論文討論了Zheng 與 Klein提出的關聯結構-圖形估計量,是否會依設限程度、相關性強度和關聯結構形式的不同,以致估計能力有別。 / The problem of estimating marginal distributions in a competing risks study is often met in scientific fields. Because main event and secondary event compete with each other, and a first occurring event prevents us from observing another event promptly, the intact lifetimes or survival times are unable to be collected in the circumstances that the probability of both lifetimes coinciding is 0. Unless lifetimes being independent or adding other conditions, there is a problem that the marginal distributions are non-identifiable. But the condition of independence is not always reasonable, we may assume the relation between lifetimes has some special form
Because the copula defines the association between two variables, it can be employed to explain relation between lifetimes. Assuming that the dependence parameter in the copula framework is known, and adopting the concept of the probability integral transformations, this thesis has demonstrated whether the estimating abilities of the copula-graphic estimator, that Zheng and Klein put forward, are different in rates of censoring, intensities of dependence, and forms of the copula.
|
Page generated in 0.182 seconds