On the Cox Model with Time-Varying Regression Coefficients
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References listed on IDEAS
- Zongwu Cai & Yanqing Sun, 2003. "Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(1), pages 93-111, March.
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More about this item
Keywords
Confidence band; Kernel estimations; Martingale; Model checking and selection; Partial likelihood; Prediction; Survival analysis;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2004-11-07 (Econometrics)
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