A penalized algorithm for event-specific rate models for recurrent events

Abstract : 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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Contributor : Olivier Bouaziz <>
Submitted on : Wednesday, April 10, 2013 - 3:56:00 PM
Last modification on : Friday, September 20, 2019 - 4:34:02 PM
Long-term archiving on: Monday, April 3, 2017 - 3:34:03 AM

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  • HAL Id : hal-00811561, version 1
  • ARXIV : 1304.2985

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Olivier Bouaziz, Agathe Guilloux. A penalized algorithm for event-specific rate models for recurrent events. 2013. ⟨hal-00811561⟩

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