Semiparametric inference for the recurrent event process by means of a single-index model
Statistics Theory
2015-03-17 v3 Statistics Theory
Abstract
In this paper, we introduce new parametric and semiparametric regression techniques for a recurrent event process subject to random right censoring. We develop models for the cumula- tive mean function and provide asymptotically normal estimators. Our semiparametric model which relies on a single-index assumption can be seen as a dimension reduction technique that, contrary to a fully nonparametric approach, is not stroke by the curse of dimensional- ity when the number of covariates is high. We discuss data-driven techniques to choose the parameters involved in the estimation procedures and provide a simulation study to support our theoretical results.
Keywords
Cite
@article{arxiv.1005.4553,
title = {Semiparametric inference for the recurrent event process by means of a single-index model},
author = {Olivier Bouaziz and Ségolen Geffray and Olivier Lopez},
journal= {arXiv preprint arXiv:1005.4553},
year = {2015}
}