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- W4321472436 abstract "Smooth backfitting was first introduced in an additive regression setting via a direct projection alternative to the classic backfitting method by Buja, Hastie and Tibshirani. This paper translates the original smooth backfitting concept to a survival model considering an additively structured hazard. The model allows for censoring and truncation patterns occurring in many applications such as medical studies or actuarial reserving. Our estimators are shown to be a projection of the data into the space of multivariate hazard functions with smooth additive components. Hence, our hazard estimator is the closest nonparametric additive fit even if the actual hazard rate is not additive. This is different to other additive structure estimators where it is not clear what is being estimated if the model is not true. We provide full asymptotic theory for our estimators. We provide an implementation the proposed estimators that show good performance in practice even for high dimensional covariates." @default.
- W4321472436 created "2023-02-22" @default.
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- W4321472436 date "2023-02-19" @default.
- W4321472436 modified "2023-10-14" @default.
- W4321472436 title "Smooth Backfitting for Additive Hazard Rates" @default.
- W4321472436 doi "https://doi.org/10.48550/arxiv.2302.09510" @default.
- W4321472436 hasPublicationYear "2023" @default.
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