Local partial-likelihood estimation for lifetime data
文献类型：期刊论文
| 作者 | Fan, JQ; Lin, HZ; Zhou, Y
|
| 刊名 | ANNALS OF STATISTICS
 |
| 出版日期 | 2006-02-01 |
| 卷号 | 34期号:1页码:290-325 |
| 关键词 | local partial likelihood one-step estimation varying coefficient proportional hazards model variable selection |
| ISSN号 | 0090-5364 |
| DOI | 10.1214/009053605000000796 |
| 英文摘要 | This paper considers a proportional hazards model, which allows one to examine the extent to which covariates interact nonlinearly with an exposure variable, for analysis of lifetime data. A local partial-likelihood technique is proposed to estimate nonlinear interactions. Asymptotic normality of the proposed estimator is established. The baseline hazard function, the bias and the variance of the local likelihood estimator are consistently estimated. In addition, a one-step local partial-likelihood estimator is presented to facilitate the computation of the proposed procedure and is demonstrated to be as efficient as the fully iterated local partial-likelihood estimator. Furthermore, a penalized local likelihood estimator is proposed to select important risk variables in the model. Numerical examples are used to illustrate the effectiveness of the proposed procedures. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000237574800011 |
| 出版者 | INST MATHEMATICAL STATISTICS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/3890]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Fan, JQ |
| 作者单位 | 1.Chinese Univ Hong Kong, Dept Stat, Shatin, Hong Kong, Peoples R China 2.Princeton Univ, Dept Operat Res & Financial Engn, Princeton, NJ 08540 USA 3.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China 4.Sichuan Univ, Sch Math, Chengdu 610064, Peoples R China |
| 推荐引用方式 GB/T 7714 | Fan, JQ,Lin, HZ,Zhou, Y. Local partial-likelihood estimation for lifetime data[J]. ANNALS OF STATISTICS,2006,34(1):290-325. |
| APA | Fan, JQ,Lin, HZ,&Zhou, Y.(2006).Local partial-likelihood estimation for lifetime data.ANNALS OF STATISTICS,34(1),290-325. |
| MLA | Fan, JQ,et al."Local partial-likelihood estimation for lifetime data".ANNALS OF STATISTICS 34.1(2006):290-325. |
入库方式： OAI收割
来源：数学与系统科学研究院
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