Rate of Convergence for Hazard Regression (1994)
| Venue: | Scand. J. Statist |
| Citations: | 9 - 1 self |
BibTeX
@ARTICLE{Kooperberg94rateof,
author = {Charles Kooperberg and Charles J. Stone and Young K. Truong},
title = {Rate of Convergence for Hazard Regression},
journal = {Scand. J. Statist},
year = {1994},
volume = {22},
pages = {143--157}
}
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Abstract
The logarithm of the conditional hazard function of a survival time given one or more covariates is approximated by a function having the form of a specified sum of functions of at most d of the variables. Subject to this form, the approximation is chosen to maximize the expected conditional log-likelihood. Maximum likelihood and sums of tensor products of polynomial splines are used to construct an estimate of this approximation based on a random sample. The components of this estimate possess a rate of convergence that depends only on d and a suitably defined smoothness parameter. KEY WORDS: Conditional hazard function; Maximum likelihood; Tensor product splines. This research was supported in part by a grant from the Graduate School Fund of the University of Washington. y This research was supported in part by National Science Foundation Grant DMS-9204247 z This research was supported in part by a Research Council Grant from the University of North Carolina. 1 1. Introducti...
