Semiparametric inference for the recurrent events process by means of a single-index model

DOI10.1080/02331888.2014.929134zbMATH Open1382.62051arXiv1005.4553OpenAlexW2118627747MaRDI QIDQ5263984FDOQ5263984

Olivier Lopez, Ségolen Geffray, Olivier Bouaziz

Publication date: 20 July 2015

Published in: Statistics (Search for Journal in Brave)

Abstract: In this paper, we introduce new parametric and semiparametric regression techniques for a recurrent event process subject to random right censoring. We develop models for the cumula- tive mean function and provide asymptotically normal estimators. Our semiparametric model which relies on a single-index assumption can be seen as a dimension reduction technique that, contrary to a fully nonparametric approach, is not stroke by the curse of dimensional- ity when the number of covariates is high. We discuss data-driven techniques to choose the parameters involved in the estimation procedures and provide a simulation study to support our theoretical results.

Full work available at URL: https://arxiv.org/abs/1005.4553

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zbMATH Keywords

asymptotic normalitydimension reductionrecurrent eventsright-censoringempirical processessingle-index model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

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Cited In (2)

• Semiparametric inference for a general class of models for recurrent events
• Assessing model prediction performance for the expected cumulative number of recurrent events

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