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http://hdl.handle.net/1942/25678
Title: | Penalized spline estimation in varying coefficient models with censored data | Authors: | HENDRICKX, Kim JANSSEN, Paul VERHASSELT, Anneleen |
Issue Date: | 2018 | Source: | TEST, 27(4), p. 871-895 | Abstract: | We consider P-spline smoothing in a varying coefficient regression model when the response is subject to random right censoring.We introduce two data transformation approaches to construct a synthetic response vector that is used in a penalized least squares optimization problem. We prove the consistency and asymptotic normality of the P-spline estimators for a diverging number of knots and show by simulation studies and real data examples that the combination of a data transformation for censored observations with P-spline smoothing leads to good estimators of the varying coefficient functions. | Keywords: | censoring; nonparametric statistics; P-splines; regularization; varying coefficient model | Document URI: | http://hdl.handle.net/1942/25678 | ISSN: | 1133-0686 | e-ISSN: | 1863-8260 | DOI: | 10.1007/s11749-017-0574-y | ISI #: | 000450660500010 | Rights: | © Sociedad de Estadística e Investigación Operativa 2017 | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2019 vabb 2019 |
Appears in Collections: | Research publications |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Hendrickx_etal.pdf | Peer-reviewed author version | 617.94 kB | Adobe PDF | View/Open |
11749_2017_574_MOESM1_ESM.pdf | Supplementary material | 360.99 kB | Adobe PDF | View/Open |
Hendrickx.pdf Restricted Access | Published version | 717.94 kB | Adobe PDF | View/Open Request a copy |
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