https://scholars.lib.ntu.edu.tw/handle/123456789/347323
Title: | Varying-coefficient model for the occurrence rate function of recurrent events | Authors: | CHIN-TSANG CHIANG Wang, M.-C. |
Keywords: | Independent censoring; Kernel; Partial likelihood function; Rate function; Recurrent event; Smoothing estimator; Varying-coefficient model | Issue Date: | 2009 | Journal Volume: | 61 | Journal Issue: | 1 | Start page/Pages: | 197-213 | Source: | Annals of the Institute of Statistical Mathematics | Abstract: | This article mainly considers the recurrent event process with independent censoring mechanism through a more flexible varying-coefficient model. The smoothing estimators for the varying-coefficient functions are also proposed via maximizing the kernel weight version of the log-partial likelihood function with respect to the coefficients at each time point. For the selection of appropriate bandwidths and the construction of confidence intervals, the consistent empirical smoothing estimators for the covariance functions of the estimators and a bias correction method are considered. As for the baseline effect function of recurrent events in the population, two different smoothing estimation methods are suggested and investigated. In this study, the asymptotic properties of the proposed smoothing estimators are derived. The finite sample properties of our methods are examined through a Monte Carlo simulation. Moreover, the procedures are applied to a recurrent sample of AIDS link to intravenous experiences (ALIVE) cohort study. ? 2007 The Institute of Statistical Mathematics, Tokyo. |
URI: | http://www.scopus.com/inward/record.url?eid=2-s2.0-59849123366&partnerID=MN8TOARS http://scholars.lib.ntu.edu.tw/handle/123456789/347323 |
DOI: | 10.1007/s10463-007-0129-1 | SDG/Keyword: | Monte Carlo methods; Parameter estimation; Probability density function; Independent censoring; Kernel; Partial likelihood function; Rate function; Recurrent event; Smoothing estimator; Varying-coefficient model; Functions |
Appears in Collections: | 應用數學科學研究所 |
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