Confidence Regions in Terms of Statistical Curvature for Nonlinear Models with Failure Time Data

摘要：

This paper proposes a differential geometric framework for nonlinear models for Failure Time Data. Our framework may be regarded as an extension of that presented by Bates & Watts for nonlinear regression models. As an application, we use this geometric framework to derive two kinds of improved approximate confidence regions for parameter and subset parameter in terms of curvatures. Several results such as Bates and Wates (1980), Hamilton (1986) and Wei (1998) are extended to our models.

关键词： Confidence Regions Curvature Array Fisher Information Score Function Nonlinear Models

作者: ZONG Xuping

作者单位: School of Mathematics, Yangzhou University, Yangzhou, 225002, P.R.China

会议类型: 国际会议

会议名称: 2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

会议地点: 青岛

会议语种:英文

页码: 1-5

在线出版日期: 2009-07-25（万方平台首次上网日期，不代表论文的发表时间）