Semiparametric fiducial inference for Cox models
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2024
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866918490028376064 |
|---|---|
| author | Cui, Yifan Hannig, Jan Edlefsen, Paul |
| author_facet | Cui, Yifan Hannig, Jan Edlefsen, Paul |
| contents | R. A. Fisher introduced the fiducial distribution as a potential replacement for the Bayesian posterior distribution in the 1930s. During the past century, fiducial approaches have been explored in various parametric and nonparametric settings. However, to the best of our knowledge, no fiducial inference has been developed in the realm of semiparametric statistics. In this paper, we propose a novel fiducial approach for semiparametric models. In memory of Sir David Cox who passed away in 2022, we use the Cox proportional hazards model, which is the most popular model for the analysis of survival data, as a running example. Other models and extensions are also discussed. In our experiments, we find that our method performs particularly well in situations where the maximum likelihood estimator fails. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_18779 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Semiparametric fiducial inference for Cox models Cui, Yifan Hannig, Jan Edlefsen, Paul Methodology Statistics Theory Computation R. A. Fisher introduced the fiducial distribution as a potential replacement for the Bayesian posterior distribution in the 1930s. During the past century, fiducial approaches have been explored in various parametric and nonparametric settings. However, to the best of our knowledge, no fiducial inference has been developed in the realm of semiparametric statistics. In this paper, we propose a novel fiducial approach for semiparametric models. In memory of Sir David Cox who passed away in 2022, we use the Cox proportional hazards model, which is the most popular model for the analysis of survival data, as a running example. Other models and extensions are also discussed. In our experiments, we find that our method performs particularly well in situations where the maximum likelihood estimator fails. |
| title | Semiparametric fiducial inference for Cox models |
| topic | Methodology Statistics Theory Computation |
| url | https://arxiv.org/abs/2404.18779 |