Efficient Estimation of Fixed and Time‐varying Covariate Effects in Multiplicative Intensity Models
By T. Martinussen, Thomas H. Scheike, I. Skovgaard. 2002
102 citations recorded by the source corpus.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/3bea0f5d4b3e77d98db04a4df6f98b5fb212b691
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In Statistics and Probability
- Thomas H. Scheike
- T. Martinussen
- Lu Tian
- Lee-Jen Wei
- David M. Zucker
- Jianhua Z. Huang
- Lan Zhou
- Lian-Shan Zhang
Citations in the corpus
- On the Cox Model With Time-Varying Regression Coefficients (2005, methodology): “Furthermore, B̂(t) has the same limiting distribution as that of the sieve estimator proposed by Murphy and Sen (1991), which is semiparametric efficient for B0(t) (Martinussen et al.”
- On Estimation and Tests of Time‐Varying Effects in the Proportional Hazards Model (2004, methodology): “The model (3) was studied in detail in the case where the baseline hazard was k0(t) was included in the exponent of the model by Martinussen et al. (2002).”
- Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines (2007, methodology): “Martinussen et al. (2002) considered the partially linear model in the context of Cox’s regression model for survival data.”
- An Additive–Multiplicative Cox–Aalen Regression Model (2002, unknown): “Martinussen et al. (2001) considered this model as well as the semiparametric submodel where some covariate effects do not vary with time and focused on estimation of cumulative effects.”