KMS Of Academy of mathematics and systems sciences, CAS
Partially varying coefficient single-index additive hazard models | |
Wang, Xuan1; Wang, Qihua1,2; Zhou, Xiao-Hua Andrew3 | |
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. |
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