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On a semiparametric survival model with flexible covariate effect

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A semiparametric hazard model with parametrized time but general covariate dependency is formulated and analyzed inside the framework of counting process theory. A profile likelihood principle is introduced for estimation of the parameters: the resulting estimator is n1/2-consistent, asymptotically normal and achieves the semiparametric efficiency bound. An estimation procedure for the nonparametric part is also given and its asymptotic properties are derived. We provide an application to mortality data.

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en

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application/pdf

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http://eprints.lse.ac.uk/301/1/Ann_Stat_26-1.pdf

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