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  • Search: subject:"Time-dependent covariates"
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Year of publication
Subject
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Mortality 3 Time-dependent covariates 3 Cox's Proportional Hazard Model 2 Japan 2 Longevity 2 Social Status 2 Social status 2 Sozialer Status 2 Sterblichkeit 2 Time-dependent Covariates 2 Time-dependent Parameters 2 Covariate selection 1 Cox's proportional hazard model 1 Gauss–Hermite rule 1 Generalized estimating equations 1 Gesundheit 1 Health 1 Health inequality 1 Longitudinal data 1 Multicollinearity 1 Numerical integration 1 Penalization 1 Random effects 1 Stochastic time dependent covariates 1 Survival analysis 1 Time-dependent parameters 1 logistic regression 1 martingale 1 minimax optimality 1 minimax optimality The objective of the present paper is to develop a minimax theory for the varying coefficient model in a non-asymptotic setting. We consider a high-dimensional sparse varying coefficient model where only few of the covariates are present and only some of those covariates are time dependent. Our analysis allows the time dependent covariates to have different degrees of smoothness and to be spatially inhomogeneous. We develop the minimax lower bounds for the quadratic risk and construct an adaptive estimator which attains those lower bounds within a constant (if all time-dependent covariates are spatially homogeneous) or logarithmic factor of the number of observations 1 multinomial logits 1 partial likelihood 1 power 1 proportional odds 1 sparse model 1 varying coefficient model 1
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Online availability
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Undetermined 4 Free 2
Type of publication
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Article 4 Book / Working Paper 3
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 4 English 3
Author
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Akesaka, Mika 2 Kurokawa, Hirosumi 2 Sasaki, Shunsaku 2 Ōtake, Fumio 2 Beutels, Ph. 1 Blommaert, A. 1 Fokianos, Konstantinos 1 Hens, N. 1 Klopp, Olga 1 Kurokawa, Hirofumi 1 Ohtake, Fumio 1 Pensky, Marianna 1 Rizopoulos, Dimitris 1 Sasaki, Shusaku 1
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Institution
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1
Published in...
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Computational Statistics & Data Analysis 2 Annals of the Institute of Statistical Mathematics 1 Discussion paper / Institute of Social and Economic Research 1 ISER Discussion Paper 1 Journal of the Japanese and international economies : an international journal ; JJIE 1 Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1
Source
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RePEc 4 ECONIS (ZBW) 2 EconStor 1
Showing 1 - 7 of 7
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Positive and negative effects of social status on longevity: Evidence from two literary prizes in Japan
Sasaki, Shunsaku; Akesaka, Mika; Kurokawa, Hirosumi; … - 2016
We show evidence that receiving Japan's Akutagawa and Naoki Prizes for literature has positive and negative effects on their recipients' longevity. Using a dataset covering both awards, we show that recipients of the Akutagawa Prize for rising novelists exhibit lower mortality than fellow...
Persistent link: https://www.econbiz.de/10011564949
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Positive and negative effects of social status on longevity : evidence from two literary prizes in Japan
Sasaki, Shunsaku; Akesaka, Mika; Kurokawa, Hirosumi; … - 2016
We show evidence that receiving Japan's Akutagawa and Naoki Prizes for literature has positive and negative effects on their recipients' longevity. Using a dataset covering both awards, we show that recipients of the Akutagawa Prize for rising novelists exhibit lower mortality than fellow...
Persistent link: https://www.econbiz.de/10011449847
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Positive and negative effects of social status on longevity : evidence from two literary prizes in Japan
Sasaki, Shusaku; Kurokawa, Hirofumi; Ōtake, Fumio - In: Journal of the Japanese and international economies : … 53 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012260584
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Sparse High-dimensional Varying Coefficient Model : Non-asymptotic Minimax Study
Klopp, Olga; Pensky, Marianna - Centre de Recherche en Économie et Statistique … - 2013
construct an adaptive estimator which attains those lower bounds within a constant (if all time-dependent covariates are … only some of those covariates are time dependent. Our analysis allows the time dependent covariates to have different …
Persistent link: https://www.econbiz.de/10010747016
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Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations
Blommaert, A.; Hens, N.; Beutels, Ph. - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 667-680
present. In addition, the potential pitfall of time-dependent covariates is clarified. Both asymptotic theory and simulation …
Persistent link: https://www.econbiz.de/10010719686
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Fast fitting of joint models for longitudinal and event time data using a pseudo-adaptive Gaussian quadrature rule
Rizopoulos, Dimitris - In: Computational Statistics & Data Analysis 56 (2012) 3, pp. 491-501
Joint models for longitudinal and time-to-event data have recently attracted a lot of attention in statistics and biostatistics. Even though these models enjoy a wide range of applications in many different statistical fields, they have not yet found their rightful place in the toolbox of modern...
Persistent link: https://www.econbiz.de/10010577726
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Power Divergence Family of Tests for Categorical Time Series Models
Fokianos, Konstantinos - In: Annals of the Institute of Statistical Mathematics 54 (2002) 3, pp. 543-564
Persistent link: https://www.econbiz.de/10005760324
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