半参数调制更新过程中的估计
Estimation in a semiparametric modulated renewal process
摘要：
考虑有限状态调制更新过程截尾观测iid序列回归模型的参数估计问题。该模型假设与Cox回归相似的形式，除了基线强度是过程的向后复发时间和不定常协变量的函数。因此，它不属于乘法强度模型的类别。我们使用核估计来构造回归系数和基线累积风险的估计。给出了估计的相合性和渐近正态性的条件。来自骨髓移植研究的数据用于说明结果。
英文摘要：
We consider parameter estimation in a regression model corresponding to an iid sequence of censored observations of a finite state modulated renewal process. The model assumes a similar form as in Cox regression except that the baseline intensities are functions of the backwards recurrence time of the process and a time dependent covariate. As a result of this it falls outside the class of multiplicative intensity models. We use kernel estimation to construct estimates of the regression coefficints and the baseline cumulative hazards. We give conditions for consistency and asymptotic normality of estimates. Data from a bone marrow transplant study are used to illustrate the results.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
