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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Author:Henning Läuter
Series (Serial Number):Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint (2003, 16)
Document Type:Preprint
Year of Completion: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
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Licence (German):License LogoKeine Nutzungslizenz vergeben - es gilt das deutsche Urheberrecht