IDEAS home Printed from https://ideas.repec.org/a/bla/scjsta/v45y2018i3p753-791.html
   My bibliography  Save this article

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

Author

Listed:
  • Hendrik P. Lopuhaä
  • Eni Musta

Abstract

We consider the smoothed maximum likelihood estimator and the smoothed Grenander‐type estimator for a monotone baseline hazard rate λ 0 in the Cox model. We analyze their asymptotic behaviour and show that they are asymptotically normal at rate nm/(2m+1), when λ 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.

Suggested Citation

  • Hendrik P. Lopuhaä & Eni Musta, 2018. "Smoothed Isotonic Estimators of a Monotone Baseline Hazard in the Cox Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 45(3), pages 753-791, September.
    • Handle: RePEc:bla:scjsta:v:45:y:2018:i:3:p:753-791
    DOI: 10.1111/sjos.12321
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/sjos.12321
    Download Restriction: no
    File URL: https://libkey.io/10.1111/sjos.12321?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Mercedes Conde‐Amboage & Ingrid Van Keilegom & Wenceslao González‐Manteiga, 2021. "A new lack‐of‐fit test for quantile regression with censored data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 655-688, June.
    2. Cécile Durot & Eni Musta, 2020. "On the Lp error of the Grenander‐type estimator in the Cox model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 74(4), pages 559-591, November.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:scjsta:v:45:y:2018:i:3:p:753-791. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.