首页 | 本学科首页   官方微博 | 高级检索  
     


On the Lp error of the Grenander-type estimator in the Cox model
Authors:Cécile Durot  Eni Musta
Affiliation:1. Université Paris Nanterre, Nanterre Cedex, France;2. Katholieke Universiteit Leuven, Leuven, Belgium
Abstract:We consider the Cox regression model and study the asymptotic global behavior of the Grenander-type estimator for a monotone baseline hazard function. This model is not included in the general setting of Durot (2007). However, we show that a similar central limit theorem holds for Lp-error of the Grenander-type estimator. As an illustration of application of our main result, we propose a test procedure for a Weibull baseline distribution, based on the Lp-distance between the Grenander estimator and a parametric estimator of the baseline hazard. Simulation studies are performed to investigate the performance of this test.
Keywords:baseline hazard rate  central limit theorem  Cox regression model  global error  Grenander-type estimator  isotonic estimation  testing a Weibull baseline distribution
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号