Nonparametric survival analysis with time-dependent covariate effects: A penalized partial likelihood approach (Q920509)
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| Language | Label | Description | Also known as |
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| English | Nonparametric survival analysis with time-dependent covariate effects: A penalized partial likelihood approach |
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Nonparametric survival analysis with time-dependent covariate effects: A penalized partial likelihood approach (English)
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1990
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The goal of this paper is the estimation of the regression function \(\beta_ 0\) in a (generalized) Cox model, in which the hazard function has the representation \[ \lambda (t| z)=\lambda_ 0(t)\exp [\sum^{p}_{j=1}\beta_{oj}(t)z_ j]. \] The estimator results from maximization of an appropriate penalized partial likelihood. Consistency and (pointwise) asymptotic normality are shown. Proofs use methods from Sobolev-spaces and martingale theory.
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penalized maximum likelihood estimation
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nonparametric regression
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Cox model
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hazard function
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penalized partial likelihood
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Consistency
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asymptotic normality
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Sobolev-spaces
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martingale theory
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