HAZARD REGRESSION WITH PENALIZED SPLINE:THE SMOOTHING PARAMETER CHOICE AND ASYMPTOTICS  

作　　者：童行伟 胡涛 崔恒建 

机构地区：[1]School of Mathematical Sciences,Beijing Normal University [2]Laboratory of Mathematics and Complex Systems,Ministry of Education

出　　处：《Acta Mathematica Scientia》2010年第5期1759-1768,共10页数学物理学报（B辑英文版）

基　　金：supported by the Natural Science Foundation of China(10771017,10971015,10231030);Key Project to Ministry of Education of the People’s Republic of China(309007)

摘　　要：In this article, we use penalized spline to estimate the hazard function from a set of censored failure time data. A new approach to estimate the amount of smoothing is provided. Under regularity conditions we establish the consistency and the asymptotic normality of the penalized likelihood estimators. Numerical studies and an example are conducted to evaluate the performances of the new procedure.In this article, we use penalized spline to estimate the hazard function from a set of censored failure time data. A new approach to estimate the amount of smoothing is provided. Under regularity conditions we establish the consistency and the asymptotic normality of the penalized likelihood estimators. Numerical studies and an example are conducted to evaluate the performances of the new procedure.

关 键 词：proportional hazards penalized spline smoothing parameter choice asymptotic normality 

分 类 号：O212.1[理学—概率论与数理统计]