Estimation in varying-coefficient proportional hazard regression model

doi:10.1007/s00184-006-0048-9

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	Estimation in varying-coefficient proportional hazard regression model
	Wang, Qihua; Yao, Lili
刊名	METRIKA
	2006-12-01
卷号	64 期号:3 页码:271-288
关键词	proportional hazard regression weighted partial likelihood strong consistency asymptotic normality Primary 62G05 Secondary 62E20
ISSN号	0026-1335
DOI	10.1007/s00184-006-0048-9
英文摘要	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.
WOS研究方向	Mathematics
语种	英语
出版者	PHYSICA-VERLAG GMBH & CO
WOS记录号	WOS:000241380000002
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/3690]
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.