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.
Author details: | Henning Läuter |
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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): | Keine öffentliche Lizenz: Unter Urheberrechtsschutz |