Estimation in partly parametric additive Cox models

  • The dependence between survival times and covariates is described e.g. by proportional hazard models. We consider partly parametric Cox models and discuss here the estimation of interesting parameters. We represent the ma- ximum likelihood approach and extend the results of Huang (1999) from linear to nonlinear parameters. Then we investigate the least squares esti- mation and formulate conditions for the a.s. boundedness and consistency of these estimators.

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Metadaten
Author details:Henning Läuter
URN:urn:nbn:de:kobv:517-opus-51509
Publication series (Volume number):Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint (2003, 16)
Publication type:Preprint
Language:English
Publication year:2003
Publishing institution:Universität Potsdam
Release date:2011/03/28
Tag:Survival models with covariates; boun- dedness; consistency; estimation of regression; least squares estimator; maximum likelihood estimator
RVK - Regensburg classification:SI 990
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik
DDC classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
License (German):License LogoKeine öffentliche Lizenz: Unter Urheberrechtsschutz
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