Local partial-likelihood estimation for lifetime data

doi:10.1214/009053605000000796

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	Local partial-likelihood estimation for lifetime data
	Fan, JQ ; Lin, HZ ; Zhou, Y
	2006-02-01
发表期刊	ANNALS OF STATISTICS
ISSN	0090-5364
卷号	34 期号:1 页码:290-325
摘要	This paper considers a proportional hazards model, which allows one to examine the extent to which covariates interact nonlinearly with an exposure variable, for analysis of lifetime data. A local partial-likelihood technique is proposed to estimate nonlinear interactions. Asymptotic normality of the proposed estimator is established. The baseline hazard function, the bias and the variance of the local likelihood estimator are consistently estimated. In addition, a one-step local partial-likelihood estimator is presented to facilitate the computation of the proposed procedure and is demonstrated to be as efficient as the fully iterated local partial-likelihood estimator. Furthermore, a penalized local likelihood estimator is proposed to select important risk variables in the model. Numerical examples are used to illustrate the effectiveness of the proposed procedures.
关键词	local partial likelihood one-step estimation varying coefficient proportional hazards model variable selection
DOI	10.1214/009053605000000796
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000237574800011
出版者	INST MATHEMATICAL STATISTICS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3891
专题	应用数学研究所
通讯作者	Fan, JQ
作者单位	1.Chinese Univ Hong Kong, Dept Stat, Shatin, Hong Kong, Peoples R China 2.Princeton Univ, Dept Operat Res & Financial Engn, Princeton, NJ 08540 USA 3.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China 4.Sichuan Univ, Sch Math, Chengdu 610064, Peoples R China
推荐引用方式 GB/T 7714	Fan, JQ,Lin, HZ,Zhou, Y. Local partial-likelihood estimation for lifetime data[J]. ANNALS OF STATISTICS,2006,34(1):290-325.
APA	Fan, JQ,Lin, HZ,&Zhou, Y.(2006).Local partial-likelihood estimation for lifetime data.ANNALS OF STATISTICS,34(1),290-325.
MLA	Fan, JQ,et al."Local partial-likelihood estimation for lifetime data".ANNALS OF STATISTICS 34.1(2006):290-325.