• Communications for Statistical Applications and Methods
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• 제23권3호
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• pp.189-201
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• 2016

In survival analysis, the Nelson-Aalen estimator and Peterson estimator are often used to estimate a cumulative hazard function in randomly right censored data. In this paper, we suggested the smoothing version of the cumulative hazard function estimators using a Bezier curve. We compare them with the existing estimators including a kernel smooth version of the Nelson-Aalen estimator and the Peterson estimator in the sense of mean integrated square error to show through numerical studies that the proposed estimators are better than existing ones. Further, we applied our method to the Cox regression where covariates are used as predictors and suggested a survival function estimation at a given covariate.

• Communications for Statistical Applications and Methods
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• 제9권3호
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• pp.753-763
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• 2002

When there is one change-point in the hazard rate model, a change-point estimator with the partial score process is suggested and compared with the previously developed estimators. The limiting distribution of the partial score process we used is a function of the Brownian bridge. Simulation study gives the comparison of change-point estimators.

• Journal of the Korean Data and Information Science Society
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• 제27권5호
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• pp.1253-1262
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• 2016

위험률에 변화점이 존재할 경우 위험률 변화점에 대한 추정 정확한 모수 추정을 위해 매우 필요하다. 본 연구에서는 한 개 위험률 변화점이 존재하는 경우 위험률의 변화점 추정량에 대한 비교 연구를 수행하였다. 우도함수에 기반한 모수적 방법인 Matthews와 Farewell (1982) 위험률 변화점 추정량과 Nelson-Aalen 누적 위험률에 기반한 비모수적 방법의 Zhang 등 (2014) 위험률 변화점 통계량을 고찰하여 특성을 파악하였다. 모의실험에서 지수분포를 따르는 생존데이터에 대해 위험률 변화점이 한 개 있는 경우 중도절단이 없는 경우와 중도절단이 있는 경위험률 추정량의 능력을 평균제곱오차를 계산하여 비교하였다. 실제 데이터에 대한 적용으로 백혈병 생존데이터와 원발성 담백증 경화 생존데이터에 대해 위험률 변화점을 추정하고 비교해 보았다.

• Communications for Statistical Applications and Methods
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• 제26권6호
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• pp.623-633
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• 2019

This paper proposes two distance measures between two cumulative hazard functions that can be obtained by comparing their difference and ratio, respectively. Then we estimate the measures and present goodness of t test statistics. Since the proposed test statistics are expressed in terms of the cumulative hazard functions, we can easily give more weights on earlier (or later) departures in cumulative hazards if we like to place an emphasis on earlier (or later) departures. We also show that these test statistics present comparable performances with other well-known test statistics based on the empirical distribution function for an exponential null distribution. The proposed test statistic is an omnibus test which is applicable to other lots of distributions than an exponential distribution.