TIME-DEPENDENT COEFFICIENTS IN A COX-TYPE REGRESSION-MODEL

被引：105

作者：

MURPHY, SA ^{[1
]}

SEN, PK ^{[1
]}

机构：

[1] UNIV N CAROLINA,DEPT STAT,CHAPEL HILL,NC 27599

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1991年 / 39卷 / 01期

关键词：

COUNTING PROCESSES; COX REGRESSION; MARTINGALES; METHOD OF SIEVES;

D O I：

10.1016/0304-4149(91)90039-F

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Estimation of a time-varying coefficient in a Cox-type parameterization of the stochastic intensity of a point process is considered. A sieve estimation procedure (Grenander, 1981) is used to estimate the coefficient. A rate of convergence in probability for the sieve estimator is given and a functional CLT for the integrated sieve estimator is proved.

引用

页码：153 / 180

页数：28

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