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

DOI10.1080/02331888.2014.929134MaRDI QIDQ5263984zbMATH OpenOpenAlexFDO

Authors Olivier Bouaziz, Ségolen Geffray, Olivier Lopez

Publication date 20 July 2015

Published in Statistics (Search for Journal in Brave)

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

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)

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.

Recommendations

• scientific article; zbMATH DE number 6177816
• Semiparametric Regression for the Mean and Rate Functions of Recurrent Events
• scientific article; zbMATH DE number 5584104
• Semiparametric inference for a general class of models for recurrent events
• A flexible semiparametric transformation model for recurrent event data

Cites work

• Accelerated failure time models for counting processes
• Accelerated rates regression models for recurrent failure time data
• Almost sure asymptotic representation for a class of functionals of the Kaplan-Meier estimator
• An Adaptive Estimation of Dimension Reduction Space
• Conditional density estimation in a censored single-index regression model
• Consistent estimation under random censorship when covariables are present
• Cox's regression model for counting processes: A large sample study
• Efficient estimation in conditional single-index regression
• Joint Modeling and Estimation for Recurrent Event Processes and Failure Time Data
• Large sample behaviour of the product-limit estimator on the whole line
• Linear Models, Random Censoring and Synthetic Data
• Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
• Non-parametric Tests for Recurrent Events under Competing Risks
• Nonparametric Analysis of Recurrent Events and Death
• On semiparametric \(M\)-estimation in single-index regression
• Optimal smoothing in single-index models
• Semiparametric Analysis of Recurrent Events Data in the Presence of Dependent Censoring
• Semiparametric Estimation of Index Coefficients
• Semiparametric analysis for recurrent event data with time-dependent covariates and informative censoring
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Single-index regression models with right-censored responses
• The central limit theorem under random censorship
• Transfer of tail information in censored regression models
• Uniform Representation of Product‐Limit Integrals with Applications

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

This page was built for publication: Semiparametric inference for the recurrent events process by means of a single-index model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5263984)