Properties and Inference for Proportional Hazard Models
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| Formato: | Artículo científico |
| Lenguaje: | en |
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Universidad Nacional de Colombia
2013
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| _version_ | 1876428813300137984 |
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| author | Guillermo Martínez-Florez |
| author_facet | Guillermo Martínez-Florez |
| contents | Properties and Inference for Proportional Hazard Models Guillermo Martínez-Florez Germán Moreno-Arenas Sandra Vergara-Cardozo Física, Astronomía y Matemáticas hood Skew Kurtosis Skewness Profile likeli We consider an arbitrary continuous cumulative distribution function F (x) with a probability density function f (x) = dF (x)/dx and hazard function hf (x) = f (x)/[1 − F (x)]. We propose a new family of distributions, the so-called proportional hazard distribution-function, whose hazard function is proportional to hf (x). The new model can fit data with high asymmetry or kurtosis outside the range covered by the normal, t-student and logistic distributions, among others. We estimate the parameters by maximum like-lihood, profile likelihood and the elemental percentile method. The observed and expected information matrices are determined and likelihood tests for some hypotheses of interest are also considered in the proportional hazard normal distribution. We show an application to real data, which illustrates the adequacy of the proposed model. 2013 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89928087006 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.1 Vol.36 |
| format | Artículo científico |
| id | redalyc_89928087006 |
| institution | Redalyc |
| language | en |
| publishDate | 2013 |
| publisher | Universidad Nacional de Colombia |
| spellingShingle | Properties and Inference for Proportional Hazard Models Guillermo Martínez-Florez Física, Astronomía y Matemáticas hood Skew Kurtosis Skewness Profile likeli Properties and Inference for Proportional Hazard Models Guillermo Martínez-Florez Germán Moreno-Arenas Sandra Vergara-Cardozo Física, Astronomía y Matemáticas hood Skew Kurtosis Skewness Profile likeli We consider an arbitrary continuous cumulative distribution function F (x) with a probability density function f (x) = dF (x)/dx and hazard function hf (x) = f (x)/[1 − F (x)]. We propose a new family of distributions, the so-called proportional hazard distribution-function, whose hazard function is proportional to hf (x). The new model can fit data with high asymmetry or kurtosis outside the range covered by the normal, t-student and logistic distributions, among others. We estimate the parameters by maximum like-lihood, profile likelihood and the elemental percentile method. The observed and expected information matrices are determined and likelihood tests for some hypotheses of interest are also considered in the proportional hazard normal distribution. We show an application to real data, which illustrates the adequacy of the proposed model. 2013 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89928087006 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.1 Vol.36 |
| title | Properties and Inference for Proportional Hazard Models |
| topic | Física, Astronomía y Matemáticas hood Skew Kurtosis Skewness Profile likeli |
| url | https://www.redalyc.org/articulo.oa?id=89928087006 |