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

Journal article (2018)

Authors

H.P. Lopuhaä Statistics - EEMCS
E. Musta Statistics - EEMCS
Research Group
Statistics (EEMCS) (TU Delft)
Copyright: © 2018 H.P. Lopuhaä, E. Musta
DOI: https://doi.org/10.1111/sjos.12321
More Info
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Published Date

2018

Language

English

Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Statistics

Abstract

We consider the smoothed maximum likelihood estimator and the smoothed Grenander-type estimator for a monotone baseline hazard rate 0 in the Cox model. We analyze their asymptotic behaviour and show that they are asymptotically normal at rate nm=.2mC1/, when 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.