Shape constrained non-parametric estimators of the baseline distribution in Cox proportional hazards model

DOI10.1002/SJOS.12008zbMATH Open1364.62242arXiv1110.2345OpenAlexW2128968809MaRDI QIDQ2852631FDOQ2852631

Authors: Hendrik P. Lopuhaä, Gabriela F. Nane 

Publication date: 9 October 2013

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Abstract: We investigate nonparametric estimation of a monotone baseline hazard and a decreasing baseline density within the Cox model. Two estimators of a nondecreasing baseline hazard function are proposed. We derive the nonparametric maximum likelihood estimator and consider a Grenander type estimator, defined as the left-hand slope of the greatest convex minorant of the Breslow estimator. We demonstrate that the two estimators are strong consistent and asymptotically equivalent and derive their common limit distribution at a fixed point. Both estimators of a nonincreasing baseline hazard and their asymptotic properties are acquired in a similar manner. Furthermore, we introduce a Grenander type estimator for a nonincreasing baseline density, defined as the left-hand slope of the least concave majorant of an estimator of the baseline cumulative distribution function, derived from the Breslow estimator. We show that this estimator is strong consistent and derive its asymptotic distribution at a fixed point.

Full work available at URL: https://arxiv.org/abs/1110.2345

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zbMATH Keywords

Cox modelBreslow estimatorshape constrained nonparametric maximum likelihood

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)

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Cited In (15)

• Limit theory in monotone function estimation
• Smoothed isotonic estimators of a monotone baseline hazard in the Cox model
• The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators
• Highly robust causal semiparametric U-statistic with applications in biomedical studies
• Isotonized smooth estimators of a monotone baseline hazard in the Cox model
• The distance between a naive cumulative estimator and its least concave majorant
• A central limit theorem for the Hellinger loss of Grenander‐type estimators
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• An isotonic estimator of the baseline hazard function in Cox's regression model under order restriction
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• On the L_p error of the Grenander‐type estimator in the Cox model
• Joint asymptotics for semi-nonparametric regression models with partially linear structure
• Uniform moment bounds for the standard estimators in the Cox proportional hazard model

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