Partially varying coefficient single-index additive hazard models

doi:10.1007/s10463-014-0484-7

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	Partially varying coefficient single-index additive hazard models
	Wang, Xuan 1; Wang, Qihua1,2 ; Zhou, Xiao-Hua Andrew 3
	2015-10-01
发表期刊	ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
ISSN	0020-3157
卷号	67 期号:5 页码:817-841
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.
关键词	Varying coefficient Partially linear single-index Two sets of estimating functions Iteration Asymptotic normality
DOI	10.1007/s10463-014-0484-7
语种	英语
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
WOS类目	Statistics & Probability
WOS记录号	WOS:000360308700001
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/20635
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.