Estimation in varying-coefficient proportional hazard regression model
文献类型：期刊论文
| 作者 | Wang, Qihua ; Yao, Lili
|
| 刊名 | METRIKA
 |
| 出版日期 | 2006-12-01 |
| 卷号 | 64期号:3页码:271-288 |
| 关键词 | proportional hazard regression weighted partial likelihood strong consistency asymptotic normality Primary 62G05 Secondary 62E20 |
| ISSN号 | 0026-1335 |
| DOI | 10.1007/s00184-006-0048-9 |
| 英文摘要 | In this paper, varying coefficient proportional hazard regression models are considered. The model is an important extension of the Cox model, and arises naturally if the coefficients change over different groups characterized by certain covariates in practice. Under random censorship, weighted partial likelihood estimators are defined for the varying coefficients by maximizing weighted partial likelihoods. It is shown that the proposed estimators are consistent and asymptotically normal. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000241380000002 |
| 出版者 | PHYSICA-VERLAG GMBH & CO |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/3690]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, Qihua |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, Qihua,Yao, Lili. Estimation in varying-coefficient proportional hazard regression model[J]. METRIKA,2006,64(3):271-288. |
| APA | Wang, Qihua,&Yao, Lili.(2006).Estimation in varying-coefficient proportional hazard regression model.METRIKA,64(3),271-288. |
| MLA | Wang, Qihua,et al."Estimation in varying-coefficient proportional hazard regression model".METRIKA 64.3(2006):271-288. |
入库方式： OAI收割
来源：数学与系统科学研究院
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