## Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates

- Agathe Guilloux, Sarah Lemler, M Taupin
- J. Multivariate Analysis
- 2016

Highly Influenced

@inproceedings{Chagny2017AdaptiveWK, title={Adaptive warped kernel estimators}, author={Ga{\"e}lle Chagny}, year={2017} }

- Published 2017

In this work, we develop a method of adaptive nonparametric estimation, based on "warped" kernels. The aim is to estimate a real-valued function s from a sample of random couples (X,Y ). We deal with transformed data (Φ(X), Y ), with Φ a one-to-one function, to build a collection of kernel estimators. The data-driven bandwidth selection is done with a method inspired by Goldenshluger and Lepski (2011). The method permits to handle various problems such as additive and multiplicative regression… CONTINUE READING