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Partially varying coefficient single-index additive hazard models

文献类型：期刊论文

作者Wang, Xuan1; Wang, Qihua1,2; Zhou, Xiao-Hua Andrew3
刊名ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
出版日期2015-10-01
卷号67期号:5页码:817-841
关键词Varying coefficient Partially linear single-index Two sets of estimating functions Iteration Asymptotic normality
ISSN号0020-3157
DOI10.1007/s10463-014-0484-7
英文摘要The partially linear additive hazards model has been proposed to study the interaction between some covariates and an exposure variable. In this paper, we extend it to the partially varying coefficient single-index additive hazard model where the high dimension covariates are collapsed to a single index, due to practical needs. Two sets of estimating equations were proposed to estimate the varying coefficient functions in the linear components: the link function for the single index and the single-index parameter vector separately. It was shown that the proposed local and global estimators are asymptotically normal. Simulation studies were conducted to examine the finite-sample performance of our method to compare the relative performance of our method with existing ones. A real data analysis was used to illustrate the proposed methods.
资助项目National Science Fund for Distinguished Young Scholars in China[10725106] ; National Natural Science Foundation of China[11171331] ; National Natural Science Foundation of China[11331011] ; Key Lab of Random Complex Structure and Data Science ; CAS ; Natural Science Foundation of SZU
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000360308700001
出版者SPRINGER HEIDELBERG
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/20634]  
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 100190, Peoples R China
2.Shenzhen Univ, Inst Stat Sci, Shenzhen 518060, Peoples R China
3.Univ Washington, Dept Biostat, Seattle, WA 98198 USA
推荐引用方式
GB/T 7714		 Wang, Xuan,Wang, Qihua,Zhou, Xiao-Hua Andrew. Partially varying coefficient single-index additive hazard models[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2015,67(5):817-841.
APA Wang, Xuan,Wang, Qihua,&Zhou, Xiao-Hua Andrew.(2015).Partially varying coefficient single-index additive hazard models.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,67(5),817-841.
MLA Wang, Xuan,et al."Partially varying coefficient single-index additive hazard models".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 67.5(2015):817-841.

入库方式： OAI收割

来源：数学与系统科学研究院

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