生存分析中乘积限估计的鞅方法.pdfVIP

12 3 V o l12 N o3 2007 6 JOURNAL HARB IN UN IV. SC I. TECH. Jun., 2007 齐 艳, 孔繁亮, 倪召武 ( , 150080 : 利用鞅的理论研究了生存分析中的有关问题, 证明了在非完整数据情况下生存分析 中参数估 的一些性质, 结合实际模型, 给出了生存函数估 的表达式, 并用实例进行了验证, 获得 了良好结果. : 鞅; 生存分析; 参数估 : O2 116 : A : 1007- 2683( 2007 03- 0130- 03 M art inga le Method of P roduct Lmi it Estmi ation on Surv iva l A na lys is QI Yan, KON G Fanliang, N i Zhaow u (A pp lied S cien ce C ollege, H arb in U n iv. Sci. T ech. , H arb in 150080, Ch ina Abs tract: In th is paper, surv iva l analysis is discu ssed by using property m artinga le, som e propertys of para m etric estmi ation are proved on surv ival ana lysis o f non- comp leted data. W e obtain form ulat ion of surv ival func t ion estmi a tion by integrating practica l m odel and check it up w ith spec ific exam p le. K ey w ord s: m art inga le; surv ival ana lysis; param etric estmi at ion 1) t= 0 n (n 1 引 言 0); 2) t ( t 0 ) , 1953 Doob , N ( t), N ( t) = 0, 1, 2, ; . 3) , , [ 0, t] [ t] ([ !] ) . , , ; , 4) ( , F, P ), , , T ( i = 1, 2, , n + i [ t] ), n + [ t] , , F ( t);