Optimal estimation for the functional Cox model

From MaRDI portal
Publication:309740

DOI10.1214/16-AOS1441zbMATH Open1345.62028arXiv1601.07496MaRDI QIDQ309740FDOQ309740

Jane-Ling Wang, Simeng Qu, Xiao Wang

Publication date: 7 September 2016

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: Functional covariates are common in many medical, biodemographic, and neuroimaging studies. The aim of this paper is to study functional Cox models with right-censored data in the presence of both functional and scalar covariates. We study the asymptotic properties of the maximum partial likelihood estimator and establish the asymptotic normality and efficiency of the estimator of the finite-dimensional estimator. Under the framework of reproducing kernel Hilbert space, the estimator of the coefficient function for a functional covariate achieves the minimax optimal rate of convergence under a weighted L2-risk. This optimal rate is determined jointly by the censoring scheme, the reproducing kernel and the covariance kernel of the functional covariates. Implementation of the estimation approach and the selection of the smoothing parameter are discussed in detail. The finite sample performance is illustrated by simulated examples and a real application.


Full work available at URL: https://arxiv.org/abs/1601.07496




Recommendations




Cites Work


Cited In (11)

Uses Software





This page was built for publication: Optimal estimation for the functional Cox model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q309740)