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.
Type de document :
Pré-publication, Document de travail
2013
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https://hal.archives-ouvertes.fr/hal-00811561
Contributeur : Olivier Bouaziz <>
Soumis le : mercredi 10 avril 2013 - 15:56:00
Dernière modification le : mardi 11 octobre 2016 - 13:27:50

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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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