Adaptive Accelerated Failure Time modeling with a Semiparametric Skewed Error Distribution (2402.02128v1)

Abstract: The accelerated failure time (AFT) model is widely used to analyze relationships between variables in the presence of censored observations. However, this model relies on some assumptions such as the error distribution, which can lead to biased or inefficient estimates if these assumptions are violated. In order to overcome this challenge, we propose a novel approach that incorporates a semiparametric skew-normal scale mixture distribution for the error term in the AFT model. By allowing for more flexibility and robustness, this approach reduces the risk of misspecification and improves the accuracy of parameter estimation. We investigate the identifiability and consistency of the proposed model and develop a practical estimation algorithm. To evaluate the performance of our approach, we conduct extensive simulation studies and real data analyses. The results demonstrate the effectiveness of our method in providing robust and accurate estimates in various scenarios.