The L2 Rate of Convergence for Event History Regression with Time‐dependent Covariates

DOI10.1111/1467-9469.00124MaRDI QIDQ4702180zbMATH OpenOpenAlexFDO

Authors Jianhua Z. Huang, Charles J. Stone

Publication date 23 November 1999

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00124

zbMATH Keywords

ANOVA decompositionintensity functionsmaximum likelihoodsemi-Markov processestensor product splinestime-dependent covariates

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Nonparametric estimation (62G05) Analysis of variance and covariance (ANOVA) (62J10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Applications of statistics to social sciences (62P25)

Recommendations

• scientific article; zbMATH DE number 819206
• On the rates of convergence for moments convergence in regression models
• Convergence rate estimates under alternatives for L- and R-statistics
• A note on an estimate for the convergence rate of the LSE in inadequate nonlinear regression models
• Rate of convergence of predictive distributions for dependent data
• Convergence rates for empirical bayes estimators of parameters in linear regressin models
• Convergence rates for estimation in certain partially linear models

Cited in

(10)

• Statistical modeling of diffusion processes with free knot splines
• Asymptotics for polynomial spline regression under weak conditions.
• Optimal global rate of convergence in nonparametric regression with left-truncated and right-censored data.
• Local asymptotics for polynomial spline regression
• Nonparametric M-regression with free knot splines
• Projection estimation in multiple regression with application to functional ANOVA models
• Free knot splines in concave extended linear modeling
• Boosted nonparametric hazards with time-dependent covariates
• Variable selection in Cox regression models with varying coefficients
• Phase transitions in the estimation of event rate: a path integral analysis

This page was built for publication: The L₂ Rate of Convergence for Event History Regression with Time‐dependent Covariates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4702180)