Smoothed Isotonic Estimators of a Monotone Baseline Hazard in the Cox Model

Lopuhaä, H.P.; Musta, E.

doi:10.1111/sjos.12321

Smoothed Isotonic Estimators of a Monotone Baseline Hazard in the Cox Model

Title

Smoothed Isotonic Estimators of a Monotone Baseline Hazard in the Cox Model

Author

Lopuhaä, H.P. (TU Delft Statistics)
Musta, E. (TU Delft Statistics)

Date

2018

Abstract

We consider the smoothed maximum likelihood estimator and the smoothed Grenander-type estimator for a monotone baseline hazard rate 0 in the Cox model. We analyze their asymptotic behaviour and show that they are asymptotically normal at rate nm=.2mC1/, when 0 is m 2 times continuously differentiable, and that both estimators are asymptotically equivalent. Finally, we present numerical results on pointwise confidence intervals that illustrate the comparable behaviour of the two methods.

Subject

asymptotic normality
Cox regression model
hazard rate
isotonic estimation
kernel smoothing
smoothed Grenander estimator
smoothed maximum likelihood estimator

To reference this document use:

http://resolver.tudelft.nl/uuid:7e647d1a-79fc-4f76-9d2f-9399bacd98f0

DOI

https://doi.org/10.1111/sjos.12321

ISSN

0303-6898

Source

Scandinavian Journal of Statistics: theory and applications, 45, 753-791

Part of collection

Institutional Repository