Local likelihood with time-varying additive hazards model

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	Local likelihood with time-varying additive hazards model
	Li, Hui ; Yin, Guosheng ; Zhou, Yong
	2007-06-01
发表期刊	CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
ISSN	0319-5724
卷号	35 期号:2 页码:321-337
摘要	The authors propose the local likelihood method for the time-varying coefficient additive hazards model. They use the Newton-Raphson algorithm to maximize the likelihood into which a local polynomial expansion has been incorporated. They establish the asymptotic properties for the time-varying coefficient estimators and derive explicit expressions for the variance and bias. The authors present simulation results describing the performance of their approach for finite sample sizes. Their numerical comparisons show the stability and efficiency of the local maximum likelihood estimator. They finally illustrate their proposal with data,from a laryngeal cancer clinical study.
关键词	additive model asymptotic normality censored data local polynomial maximum likelihood nonparametric estimation
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000247847200008
出版者	CANADIAN JOURNAL 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/4534
专题	应用数学研究所
通讯作者	Li, Hui
作者单位	1.Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China 2.MD Anderson Canc Ctr, Dept Biostat, Houston, TX 77030 USA 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Li, Hui,Yin, Guosheng,Zhou, Yong. Local likelihood with time-varying additive hazards model[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,2007,35(2):321-337.
APA	Li, Hui,Yin, Guosheng,&Zhou, Yong.(2007).Local likelihood with time-varying additive hazards model.CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,35(2),321-337.
MLA	Li, Hui,et al."Local likelihood with time-varying additive hazards model".CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE 35.2(2007):321-337.