HAZARD REGRESSION WITH PENALIZED SPLINE: THE SMOOTHING PARAMETER CHOICE AND ASYMPTOTICS

doi:10.1016/S0252-9602(10)60169-5

数学物理学报(英文版) ›› 2010, Vol. 30 ›› Issue (5): 1759-1768.doi: 10.1016/S0252-9602(10)60169-5

HAZARD REGRESSION WITH PENALIZED SPLINE: THE SMOOTHING PARAMETER CHOICE AND ASYMPTOTICS

童行伟, 胡涛, 崔恒建

School of Mathematical Sciences, Beijing Normal University; Laboratory of Mathematics and Complex |Systems, Ministry of Education, Beijing 100875, China

收稿日期:2007-04-30 修回日期:2009-06-30 出版日期:2010-09-20 发布日期:2010-09-20
基金资助:
The project was supported by the Natural Science Foundation of China (10771017, 10971015, 10231030) and Key Project to Ministry of Education of the People's Republic of China (309007).

HAZARD REGRESSION WITH PENALIZED SPLINE: THE SMOOTHING PARAMETER CHOICE AND ASYMPTOTICS

TONG Xing-Wei, HU Tao, CUI Heng-Jian

School of Mathematical Sciences, Beijing Normal University; Laboratory of Mathematics and Complex |Systems, Ministry of Education, Beijing 100875, China

Received:2007-04-30 Revised:2009-06-30 Online:2010-09-20 Published:2010-09-20
Supported by:
The project was supported by the Natural Science Foundation of China (10771017, 10971015, 10231030) and Key Project to Ministry of Education of the People's Republic of China (309007).

摘要/Abstract

摘要：

In this article, we use penalized spline to estimate the hazard function from a set of censored failure time data. A new approach to estimate the amount of smoothing is provided. Under regularity conditions we establish the consistency and the asymptotic normality of the penalized likelihood estimators. Numerical studies and an example are conducted to evaluate the performances of the new procedure.

关键词: proportional hazards, penalized spline, smoothing parameter choice, asymptotic normality

Abstract:

Key words: proportional hazards, penalized spline, smoothing parameter choice, asymptotic normality

中图分类号:

62G08

童行伟, 胡涛, 崔恒建. HAZARD REGRESSION WITH PENALIZED SPLINE: THE SMOOTHING PARAMETER CHOICE AND ASYMPTOTICS[J]. 数学物理学报(英文版), 2010, 30(5): 1759-1768.

TONG Xing-Wei, HU Tao, CUI Heng-Jian. HAZARD REGRESSION WITH PENALIZED SPLINE: THE SMOOTHING PARAMETER CHOICE AND ASYMPTOTICS[J]. Acta mathematica scientia,Series B, 2010, 30(5): 1759-1768.

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HAZARD REGRESSION WITH PENALIZED SPLINE: THE SMOOTHING PARAMETER CHOICE AND ASYMPTOTICS

HAZARD REGRESSION WITH PENALIZED SPLINE: THE SMOOTHING PARAMETER CHOICE AND ASYMPTOTICS

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