Estimation for semiparametric varying coefficient models with different smoothing variables under random right censoring

Abstract

In this paper we study a semiparametric varying coefficient model when the response is subject to random right censoring. The model gives an easy interpretation due to its direct connectivity to the classical linear model and is very flexible since nonparametric functions which accommodates various nonlinear interaction effects between covariates are admitted in the model. We propose estimators for this model using mean-preserving transformation and establish their asymptotic properties. The estimation procedure is based on the profiling and the smooth backfitting techniques. A simulation study is presented to show the reliability of the proposed estimators and an automatic bandwidth selector is given in a data-driven way.