Regression survival analysis with dependent censoring and a change point for the hazard rate: With application to the impact of the Gramm-Leach-Bliley Act to insurance companies' survival

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dc.contributor.advisorHuang, Xuelinen_US
dc.contributor.advisorCox, Dennis D.en_US
dc.creatorZhang, Nan (Jenny)en_US
dc.date.accessioned2011-07-25T02:05:33Zen_US
dc.date.available2011-07-25T02:05:33Zen_US
dc.date.issued2010en_US
dc.description.abstractThis dissertation is aiming to find out the impact of the Gramm-Leach-Bliley Act on insurance companies' survival. The events of interest are bankruptcy and acquisition, which are correlated and censor each other. A statistical survival analysis method is developed first and then applied to the real insurance companies' survival data. In the methodology development, we first assess the effect of assuming independent censoring on the regression parameter estimates in Cox proportional hazard model. Then we apply the copula function to model the dependent censoring. Next, we propose an extended partial likelihood function maximized with an iteration algorithm to estimate the regression parameters and to derive the marginal survival functions under a dependent censoring setting. Simulations are conducted to demonstrate the method's performance, and sensitivity analyses are performed to assess the impact of the dependent censoring on the regression parameter estimates. In the last part of methodology, we propose a method to test the existence and to identify the location of a change-point in a hazard function. The application of our methodology to real insurance companies' survival data discloses important influence of the GLB Act on insurance companies survival.en_US
dc.format.mimetypeapplication/pdfen_US
dc.identifier.callnoTHESIS STAT. 2010 ZHANGen_US
dc.identifier.citationZhang, Nan (Jenny). "Regression survival analysis with dependent censoring and a change point for the hazard rate: With application to the impact of the Gramm-Leach-Bliley Act to insurance companies' survival." (2010) Diss., Rice University. <a href="https://hdl.handle.net/1911/62037">https://hdl.handle.net/1911/62037</a>.en_US
dc.identifier.urihttps://hdl.handle.net/1911/62037en_US
dc.language.isoengen_US
dc.rightsCopyright is held by the author, unless otherwise indicated. Permission to reuse, publish, or reproduce the work beyond the bounds of fair use or other exemptions to copyright law must be obtained from the copyright holder.en_US
dc.subjectBusiness administrationen_US
dc.subjectManagementen_US
dc.subjectStatisticsen_US
dc.subjectPhysicsen_US
dc.titleRegression survival analysis with dependent censoring and a change point for the hazard rate: With application to the impact of the Gramm-Leach-Bliley Act to insurance companies' survivalen_US
dc.typeThesisen_US
dc.type.materialTexten_US
thesis.degree.departmentStatisticsen_US
thesis.degree.disciplineEngineeringen_US
thesis.degree.grantorRice Universityen_US
thesis.degree.levelDoctoralen_US
thesis.degree.nameDoctor of Philosophyen_US
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