دورية أكاديمية

Optimal estimation for the functional Cox model

التفاصيل البيبلوغرافية
العنوان: Optimal estimation for the functional Cox model
المؤلفون: Qu, Simeng, Wang, Jane-Ling, Wang, Xiao
بيانات النشر: The Institute of Mathematical Statistics
سنة النشر: 2016
المجموعة: Project Euclid (Cornell University Library)
مصطلحات موضوعية: Cox models, functional data, minimax rate of convergence, partial likelihood, right-censored data, 62C20, 62G05, 62N01, 62N02
الوصف: Functional covariates are common in many medical, biodemographic and neuroimaging studies. The aim of this paper is to study functional Cox models with right-censored data in the presence of both functional and scalar covariates. We study the asymptotic properties of the maximum partial likelihood estimator and establish the asymptotic normality and efficiency of the estimator of the finite-dimensional estimator. Under the framework of reproducing kernel Hilbert space, the estimator of the coefficient function for a functional covariate achieves the minimax optimal rate of convergence under a weighted $L_{2}$-risk. This optimal rate is determined jointly by the censoring scheme, the reproducing kernel and the covariance kernel of the functional covariates. Implementation of the estimation approach and the selection of the smoothing parameter are discussed in detail. The finite sample performance is illustrated by simulated examples and a real application.
نوع الوثيقة: text
وصف الملف: application/pdf
اللغة: English
تدمد: 0090-5364
2168-8966
العلاقة: http://projecteuclid.org/euclid.aos/1467894713Test; Ann. Statist. 44, no. 4 (2016), 1708-1738
DOI: 10.1214/16-AOS1441
الإتاحة: https://doi.org/10.1214/16-AOS1441Test
http://projecteuclid.org/euclid.aos/1467894713Test
حقوق: Copyright 2016 Institute of Mathematical Statistics
رقم الانضمام: edsbas.4E601DAC
قاعدة البيانات: BASE
الوصف
تدمد:00905364
21688966
DOI:10.1214/16-AOS1441