Estimating the real parameter in a two-sample proportional odds model

DOI10.1214/aos/1176324526zbMath0829.62031OpenAlexW2095370782MaRDI QIDQ1896260

Wu, Colin O.

Publication date: 24 January 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324526

zbMATH Keywords

asymptotic efficiencysemiparametric modelsFisher informationminimax lower boundefficient estimationproportional odds modelasymptotic risktransformation modelsHellinger differentiabilityone-step estimateEuclidean parametergeneralized proportional odds-rate model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10) Integral equations with miscellaneous special kernels (45H05)

Related Items (8)

Exploring the varying covariate effects in proportional odds models with censored data ⋮ A Class of Discrete Transformation Survival Models With Application to Default Probability Prediction ⋮ A baseline-free procedure for transformation models under interval censorship ⋮ Proportional odds frailty model and stochastic comparisons ⋮ A Semiparametric Estimate of Treatment Effects with Censored Data ⋮ Modeling Multivariate Survival Data by a Semiparametric Random Effects Proportional Odds Model ⋮ Bayesian analysis of generalized odds-rate hazards models for survival data ⋮ A rank-based empirical likelihood approach to two-sample proportional odds model and its goodness of fit

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