Semiparametric lag dependent functions
نویسندگان
چکیده
منابع مشابه
Penalized Profiled Semiparametric Estimating Functions
In this paper, we propose a general class of penalized profiled semiparametric estimating functions which is applicable to a wide range of statistical models, including quantile regression, survival analysis, and missing data, among others. It is noteworthy that the estimating function can be non-smooth in the parametric and/or nonparametric components. Without imposing a specific functional st...
متن کاملAssessing cumulative incidence functions under the semiparametric additive risk model.
In analyzing competing risks data, a quantity of considerable interest is the cumulative incidence function. Often, the effect of covariates on the cumulative incidence function is modeled via the proportional hazards model for the cause-specific hazard function. As the proportionality assumption may be too restrictive in practice, we consider an alternative more flexible semiparametric additiv...
متن کاملPartly functional temporal process regression with semiparametric profile estimating functions.
SUMMARY Marginal mean models of temporal processes in event time data analysis are gaining more attention for their milder assumptions than the traditional intensity models. Recent work on fully functional temporal process regression (TPR) offers great flexibility by allowing all the regression coefficients to be nonparametrically time varying. The existing estimation procedure, however, preven...
متن کاملPenalized Estimating Functions and Variable Selection in Semiparametric Regression Models.
We propose a general strategy for variable selection in semiparametric regression models by penalizing appropriate estimating functions. Important applications include semiparametric linear regression with censored responses and semiparametric regression with missing predictors. Unlike the existing penalized maximum likelihood estimators, the proposed penalized estimating functions may not pert...
متن کاملDi erential Geometry of Estimating functions in Semiparametric Statistical Models
For semiparametric statistical estimation, when an estimating function exists, it often provides robust and e cient estimation of the parameter of interest against nuisance parameters of in nite dimensions. The present paper elucidates the estimating function method by solving the following problems. 1)When does an estimating function exist and what is the set of all the estimating functions? 2...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Applied Mathematical Sciences
سال: 2013
ISSN: 1314-7552
DOI: 10.12988/ams.2013.13046