A general semiparametric Z-estimation approach for case-cohort studies

Bin Nan; Jon A. Wellner

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arXiv · 1204.2579

A general semiparametric Z-estimation approach for case-cohort studies

Bin Nan·Jon A. Wellner

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Abstract

Case-cohort design, an outcome-dependent sampling design for censored survival data, is increasingly used in biomedical research. The development of asymptotic theory for a case-cohort design in the current literature primarily relies on counting process stochastic integrals. Such an approach, however, is rather limited and lacks theoretical justification for outcome-dependent weighted methods due to non-predictability. Instead of stochastic integrals, we derive asymptotic properties for case-cohort studies based on a general Z-estimation theory for semiparametric models with bundled parameters using modern empirical processes. Both the Cox model and the additive hazards model with time-dependent covariates are considered.

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Bin Nan, Jon A. Wellner. 2012-04-11. A general semiparametric Z-estimation approach for case-cohort studies. https://arxiv.org/abs/1204.2579

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