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- W2016036937 abstract "Penalized likelihood method has been developed previously for hazard function estimation using standard left-truncated, right-censored lifetime data with covariates, and the functional ANOVA structures built into the log hazard allows for versatile nonparametric modeling in the setting. The computation of the method can be time-consuming in the presence of continuous covariates; however, due to the repeated numerical integrations involved. Adapting a device developed by Jeon and Lin [An effective method for high dimensional log-density ANOVA estimation, with application to nonparametric graphical model building. Statist. Sinica 16, 353–374] for penalized likelihood density estimation, we explore an alternative approach to hazard estimation where the log likelihood is replaced by some computationally less demanding pseudo-likelihood. An assortment of issues are addressed concerning the practical implementations of the approach including the selection of smoothing parameters, and extensive simulations are presented to assess the inferential efficiency of the “pseudo” method as compared to the “real” one. Also noted is an asymptotic theory concerning the convergence rates of the estimates parallel to that for the original penalized likelihood estimation." @default.
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- W2016036937 date "2009-03-01" @default.
- W2016036937 modified "2023-09-25" @default.
- W2016036937 title "Penalized pseudo-likelihood hazard estimation: A fast alternative to penalized likelihood" @default.
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- W2016036937 doi "https://doi.org/10.1016/j.jspi.2008.05.044" @default.
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