Estimation in varying-coefficient proportional hazard regression model

doi:10.1007/s00184-006-0048-9

CSpace > 应用数学研究所

	Estimation in varying-coefficient proportional hazard regression model
	Wang, Qihua; Yao, Lili
	2006-12-01
发表期刊	METRIKA
ISSN	0026-1335
卷号	64 期号:3 页码:271-288
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.
关键词	proportional hazard regression weighted partial likelihood strong consistency asymptotic normality Primary 62G05 Secondary 62E20
DOI	10.1007/s00184-006-0048-9
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000241380000002
出版者	PHYSICA-VERLAG GMBH & CO
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3691
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.