A penalized algorithm for event-specific rate models for recurrent events
Résumé
We introduce a covariate-specific total variation penalty in two semiparametric models for the rate function of recurrent event process. The two models are a stratified Cox model, introduced in Prentice et al. (1981), and a stratified Aalen's additive model. We show the consistency and asymptotic normality of our penalized estimators. We demonstrate, through a simulation study, that our estimators outperform classical estimators for small to moderate sample sizes. Finally an application to the bladder tumour data of Byar (1980) is presented.
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recurrent_event_specific_2.pdf (369.18 Ko)
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Supp_Mat_recurrent_event_specific.pdf (294.37 Ko)
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| Origine | Fichiers produits par l'(les) auteur(s) |
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| Format | Autre |
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