Adaptive estimation of the conditional intensity of marker-dependent counting processes

DOI10.1214/10-AIHP386zbMath1271.62222arXiv0810.4263MaRDI QIDQ1944676

Stéphane Gaïffas, Agathe Guilloux, Fabienne Comte

Publication date: 26 March 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.4263

zbMATH Keywords

model selectionadaptive estimationcensored dataconditional intensityconditional hazard functionmarker-dependent counting processminimax and nonparametric methods

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (18)

Hazard estimation with censoring and measurement error: application to length of pregnancy ⋮ Nonparametric weighted estimators for biased data ⋮ Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model ⋮ Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes ⋮ Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes ⋮ Nonparametric estimation for survival data with censoring indicators missing at random ⋮ Spline regression for hazard rate estimation when data are censored and measured with error ⋮ Adaptive estimation of the conditional intensity of marker-dependent counting processes ⋮ A NEW INFERENCE STRATEGY FOR GENERAL POPULATION MORTALITY TABLES ⋮ High-dimensional additive hazards models and the lasso ⋮ Adaptive nonparametric estimation of a component density in a two-class mixture model ⋮ Adaptive estimation of the hazard rate with multiplicative censoring ⋮ Wavelet Thresholding Estimation in a Poissonian Interactions Model with Application to Genomic Data ⋮ Model selection for Poisson processes with covariates ⋮ Minimax theory of nonparametric hazard rate estimation: efficiency and adaptation ⋮ Nonparametric adaptive inference of birth and death models in a large population limit ⋮ Lasso and probabilistic inequalities for multivariate point processes ⋮ Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates

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