Smooth Backfitting of Proportional Hazards With Multiplicative Components

DOI10.1080/01621459.2020.1753520MaRDI QIDQ5881977zbMATH OpenOpenAlexFDO

Authors Munir Hiabu, Enno Mammen, María Dolores Martínez-Miranda, Jens Perch Nielsen

Publication date 14 March 2023

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1707.04622

zbMATH Keywords

lifetime and survival analysisnonparametric methodssmoothing and nonparametric regression

Mathematics Subject Classification ID

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

Abstract: Smooth backfitting has proven to have a number of theoretical and practical advantages in structured regression. Smooth backfitting projects the data down onto the structured space of interest providing a direct link between data and estimator. This paper introduces the ideas of smooth backfitting to survival analysis in a proportional hazard model, where we assume an underlying conditional hazard with multiplicative components. We develop asymptotic theory for the estimator and we use the smooth backfitter in a practical application, where we extend recent advances of in-sample forecasting methodology by allowing more information to be incorporated, while still obeying the structured requirements of in-sample forecasting.

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Cited in

(4)

• Modeling the occurrence of events subject to a reporting delay via an EM algorithm
• Smooth backfitting for additive hazard rates
• Additive regression for Riemannian functional responses
• Claim reserving via inverse probability weighting: a micro-level chain-ladder method

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• ranger

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