Acta mathematica scientia, Series B >
HAZARD REGRESSION WITH PENALIZED SPLINE: THE SMOOTHING PARAMETER CHOICE AND ASYMPTOTICS
Received date: 2007-04-30
Revised date: 2009-06-30
Online 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).
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.
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 . DOI: 10.1016/S0252-9602(10)60169-5
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