Nonparametric estimation in the Cox model

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Publication:2366730





Using multivariate counting processes the paper derives nonparametric estimators of the relative risk in a generalized Cox regression model with covariates. The estimators are derived using the penalized partial likelihood approach. The paper considers the asymptotic convergence of these estimators in the Sobolev \(W^{bm}_ 2\) norm and obtains upper bounds on the rate of convergence. These upper bounds match the optimal rates available for linear nonparametric regression and estimation.




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