Jie Zhou, Yue Zhang, Bin Zhang, Zhangsheng Yu
2026.1.1STATISTICS AND ITS INTERFACE
Abstract
Survival models allowing temporal dynamic covariate effects for interval-censored data are underdeveloped. This paper introduces a spline-based sieve maximum likelihood estimation of a semiparametric model with time-varying coefficients for interval-censored data. We establish the consistency, minimax optimal convergence rate and asymptotic normality of estimators under regularity conditions. In particular, the estimator of time-independent coefficient is semiparametric efficient. Intensive simulation studies are carried out to demonstrate the finite-sample performance. The proposed estimation procedure is illustrated with the data from the Chinese Longitudinal Healthy Longevity Survey (CLHLS).
Citation format
ZHOU, Jie, et al. Efficient estimation of a semiparametric time-varying coefficient model for interval-censored failure time data. STATISTICS AND ITS INTERFACE, 2026, 19(2): 211–220.