Hazard regression with penalized spline: The smoothing parameter choice and asymptotics |
| |
| Authors: | Tong Xingwei Hu Tao Cui Hengjian |
| |
| Institution: | 1. School of Mathematical Sciences, Beijing Normal University, Beijing 100875, China;2. Laboratory of Mathematics and Complex Systems, Ministry of Education, Beijing 100875, China |
| |
| Abstract: | 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. |
| |
| Keywords: | proportional hazards penalized spline smoothing parameter choice asymptotic normality |
| 本文献已被 ScienceDirect 等数据库收录！ |
