Partially linear hazard regression with varying coefficients for multivariate survival data

Jianwen Cai Jianqing Fan Jiancheng Jiang Haibo Zhou

Statistics Theory and Methods mathscidoc:1912.43339

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 70, (1), 141-158, 2008.2
The paper studies estimation of partially linear hazard regression models with varying coefficients for multivariate survival data. A profile pseudopartiallikelihood estimation method is proposed. The estimation of the parameters of the linear part is accomplished via maximization of the profile pseudopartiallikelihood, whereas the varyingcoefficient functions are considered as nuisance parameters that are profiled out of the likelihood. It is shown that the estimators of the parameters are root <i>n</i> consistent and the estimators of the nonparametric coefficient functions achieve optimal convergence rates. Asymptotic normality is obtained for the estimators of the finite parameters and varyingcoefficient functions. Consistent estimators of the asymptotic variances are derived and empirically tested, which facilitate inference for the model. We prove that the varyingcoefficient functions can be estimated as well as if the
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@inproceedings{jianwen2008partially,
  title={Partially linear hazard regression with varying coefficients for multivariate survival data},
  author={Jianwen Cai, Jianqing Fan, Jiancheng Jiang, and Haibo Zhou},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221113813537125899},
  booktitle={Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
  volume={70},
  number={1},
  pages={141-158},
  year={2008},
}
Jianwen Cai, Jianqing Fan, Jiancheng Jiang, and Haibo Zhou. Partially linear hazard regression with varying coefficients for multivariate survival data. 2008. Vol. 70. In Journal of the Royal Statistical Society: Series B (Statistical Methodology). pp.141-158. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221113813537125899.
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