Multi-threshold accelerated failure time model
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Publication:1991672
DOI10.1214/17-AOS1632zbMATH Open1410.62125arXiv1512.03500MaRDI QIDQ1991672FDOQ1991672
Authors: Jia-Liang Li, Baisuo Jin 
Publication date: 30 October 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: A two-stage procedure for simultaneously detecting multiple thresholds and achieving model selection in the segmented accelerate failure time (AFT) model is developed in this paper. In the first stage, we formulate the threshold problem as a group model selection problem so that a concave 2-norm group selection method can be applied. In the second stage, the thresholds are finalized via a refining method. We establish the strong consistency of the threshold estimates and regression coefficient estimates under some mild technical conditions. The proposed procedure performs satisfactorily in our extensive simulation studies. Its real world applicability is demonstrated via analyzing a follicular lymphoma data.
Full work available at URL: https://arxiv.org/abs/1512.03500
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Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Reliability and life testing (62N05)
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Cited In (17)
- Hybrid adaptive index model for binary response data
- On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions
- Accelerating mean time to failure computations
- Bootstrap Adjustment to Minimum p-Value Method for Predictive Classification
- Monitoring for a change point in a sequence of distributions
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- Random change point model with an application to the China household finance survey
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- Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models
- New penalty in information criteria for the ARCH sequence with structural changes
- Multithreshold change plane model: estimation theory and applications in subgroup identification
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