Abstract

This paper proposes a new and important class of mean residual life regression model, which is called the mean residual life transformation model. The link function is assumed to be unknown and increasing in its second argument, but it is permitted to be not differentiable. The mean residual life transformation model encompasses the proportional mean residual life model, the additive mean residual life model, and so on. Under maximum rank correlation estimation, we present the estimation procedures, whose asymptotic and finite sample properties are established. The consistent variance can be estimated by a resampling method via perturbing the U -statistics objective function repeatedly which avoids the usual sandwich choice. Monte Carlo simulations reveal good finite sample performance and the estimators are illustrated with the Oscar data set.

Highlights

  • How to describe the effect of the factors on the remaining residual life expectancy has aroused much interest (Song et al, Wang et al, Lin et al, and therein [1,2,3])

  • Under mean residual life transformation model (10) with complete data, we present the following smoothed objective function to estimate parameter β0: βn

  • From theorem 1, we find that the asymptotic variance of βn is V− 1ΔV− 1, which is equivalent to nonsmooth

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Summary

Xiaoping Chen

College of Mathematics and Informatics & FJKLMAA, Fujian Normal University, Fuzhou 350117, China. 1. Introduction e mean residual life function at time t is the remaining life expectancy for those given survival up to t. Introduction e mean residual life function at time t is the remaining life expectancy for those given survival up to t How to describe the effect of the factors on the remaining residual life expectancy has aroused much interest (Song et al, Wang et al, Lin et al, and therein [1,2,3]). They are interested in exploring the relation between the remaining survival time of cancer patients and age, smoking, and various treatments. Β0 log 3 means that the combined treatment would be 3 times the mean remaining life as compared to no treatment

Mathematical Problems in Engineering
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