M-estimation of the accelerated failure time model under a convex discrepancy function

Abstract

Based on the Kaplan–Meier weight functions, we introduce a class of M-estimators of regression parameters for the accelerated failure time (AFT) model with right censored data. The proposed M-estimator is root-n consistent and asymptotically normal under appropriate assumptions. For robustness analysis, we also derive the corresponding influence functions. Appropriate criteria are developed for tests of hypotheses concerning regression parameters. The results are applied to several particular cases. We evaluate the finite-sample performance of the proposed methods through extensive simulation studies.