NONPARAMETRIC HAZARD ESTIMATION WITH TIME-VARYING DISCRETE COVARIATES

被引：0

作者：

LEUNG, SF ^{[1
]}

WONG, WH ^{[1
]}

机构：

[1] UNIV CHICAGO, CHICAGO, IL 60637 USA

来源：

JOURNAL OF ECONOMETRICS | 1990年 / 45卷 / 03期

基金：

美国国家科学基金会;

关键词：

D O I：

10.1016/0304-4076(90)90002-B

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The traditional one-sample nonparametric estimator of the cumulative hazard function is extended to allow for time-varying discrete covariates. A proof for the consistency and asymptotic normality of the estimator, as well as a derivation of the asymptotic standard error, is provided. Numerical results show that the estimator performs reasonably well. © 1990.

引用

页码：309 / 330

页数：22

共 50 条

[1] GRAPHICAL NONPARAMETRIC TECHNIQUES FOR EXPLORING HAZARD FUNCTIONS WITH TIME-VARYING COVARIATES
THALER, HT
[J]. CONTROLLED CLINICAL TRIALS, 1981, 2 (01): : 81 - 81
[2] Nonparametric identification of the mixed hazards model with time-varying covariates
Brinch, Christian N.
[J]. ECONOMETRIC THEORY, 2007, 23 (02) : 349 - 354
[3] Time-varying coefficient estimation in differential equation models with noisy time-varying covariates
Hong, Zhaoping
Lian, Heng
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2012, 103 (01) : 58 - 67
[4] Nonparametric estimation of the time-varying frequency and amplitude
Katkovnik, V
[J]. STATISTICS & PROBABILITY LETTERS, 1997, 35 (04) : 307 - 315
[5] Nonparametric estimation of a time-varying GARCH model
Rohan, Neelabh
Ramanathan, T. V.
[J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2013, 25 (01) : 33 - 52
[6] Acceleration of nonparametric time-varying phasor estimation
Jordaan, J. A.
van Wyk, M. A.
van Wyk, B. J.
[J]. 2007 AFRICON, VOLS 1-3, 2007, : 1195 - 1199
[7] Reduced rank hazard regression with fixed and time-varying effects of the covariates
Perperoglou, Aris
[J]. BIOMETRICAL JOURNAL, 2013, 55 (01) : 38 - 51
[8] Bayesian estimation of time-varying parameters in ordinary differential equation models with noisy time-varying covariates
Meng, Lixin
Zhang, Jiwei
Zhang, Xue
Feng, Guozhong
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2021, 50 (03) : 708 - 723
[9] Ensemble methods for survival function estimation with time-varying covariates
Yao, Weichi
Frydman, Halina
Larocque, Denis
Simonoff, Jeffrey S.
[J]. STATISTICAL METHODS IN MEDICAL RESEARCH, 2022, 31 (11) : 2217 - 2236
[10] TIME-VARYING PROPENSITY SCORES AND HAZARD RATIO ESTIMATION
Mack, C.
Glynn, R.
Stuermer, T.
[J]. AMERICAN JOURNAL OF EPIDEMIOLOGY, 2011, 173 : S276 - S276

← 1 2 3 4 5 →