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- Approximate likelihood (1)
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Institute
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.
We give the explicit solution for the minimax linear estimate. For scale dependent models an empirical minimax linear estimates is de¯ned and we prove that these estimates are Stein's estimates.
Ill-posed inverse problems
(1996)