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Optimal inferences for proportional hazards model with parametric covariate transformations

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  • Chunpeng Fan
  • Jason Fine
  • Jong-Hyeon Jeong

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  • Chunpeng Fan & Jason Fine & Jong-Hyeon Jeong, 2012. "Optimal inferences for proportional hazards model with parametric covariate transformations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(4), pages 715-736, August.
    • Handle: RePEc:spr:aistmt:v:64:y:2012:i:4:p:715-736
    DOI: 10.1007/s10463-011-0330-0
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    References listed on IDEAS

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    1. Hansen, Bruce E, 1996. "Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis," Econometrica, Econometric Society, vol. 64(2), pages 413-430, March.
    2. Hansen, Bruce E., 2000. "Testing for structural change in conditional models," Journal of Econometrics, Elsevier, vol. 97(1), pages 93-115, July.
    3. Andrews, Donald W K & Ploberger, Werner, 1994. "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November.
    4. A. N. Pettitt, 1984. "Proportional Odds Models for Survival Data and Estimates Using Ranks," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 33(2), pages 169-175, June.
    5. Andrews, Donald W K, 1993. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Econometrica, Econometric Society, vol. 61(4), pages 821-856, July.
    6. J. K. Lindsey, 1972. "Fitting Response Surfaces with Power Transformations," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 21(3), pages 234-247, November.
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