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On a semiparametric survival model with flexible covariate effect

Nielsen, Jens P., Linton, Oliver and Bickel, Peter J. (1998) On a semiparametric survival model with flexible covariate effect. Annals of Statistics, 26 (1). pp. 215-241. ISSN 0090-5364

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Abstract

A semiparametric hazard model with parametrized time but general covariate dependency is formulated and analyzed inside the framework of counting process theory. A profile likelihood principle is introduced for estimation of the parameters: the resulting estimator is n1/2-consistent, asymptotically normal and achieves the semiparametric efficiency bound. An estimation procedure for the nonparametric part is also given and its asymptotic properties are derived. We provide an application to mortality data.

Item Type: Article
Official URL: http://www.imstat.org/aos/
Additional Information: Published 1998 © Institute of Mathematical Statistics. LSE has developed LSE Research Online so that users may access research output of the School. Copyright © and Moral Rights for the papers on this site are retained by the individual authors and/or other copyright owners. Users may download and/or print one copy of any article(s) in LSE Research Online to facilitate their private study or for non-commercial research. You may not engage in further distribution of the material or use it for any profit-making activities or any commercial gain. You may freely distribute the URL (http://eprints.lse.ac.uk) of the LSE Research Online website.
Library of Congress subject classification: H Social Sciences > HA Statistics
Sets: Research centres and groups > Financial Markets Group (FMG)
Collections > Economists Online
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Departments > Economics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 17 Feb 2008
URL: http://eprints.lse.ac.uk/301/

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