Smoothed isotonic estimators of a monotone baseline hazard in the Cox model

DOI10.1111/SJOS.12321MaRDI QIDQ4685452zbMATH OpenOpenAlexFDO

Authors Hendrik P. Lopuhaä, Eni Musta

Publication date 8 October 2018

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1609.06617

zbMATH Keywords

asymptotic normalitybootstrapconfidence intervalsCox regression modelhazard rateisotonic estimationkernel smoothingsmoothed Grenander estimatorsmoothed maximum likelihood estimator

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02)

Abstract: We consider the smoothed maximum likelihood estimator and the smoothed Grenander-type estimator for a monotone baseline hazard rate $lambd{a}_0$ in the Cox model. We analyze their asymptotic behavior and show that they are asymptotically normal at rate $n^{m/(2m+1)}$, when~$lambd{a}_0$ is $mgeq2$ times continuously differentiable, and that both estimators are asymptotically equivalent. Finally, we present numerical results on pointwise confidence intervals that illustrate the comparable behavior of the two methods.

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Cited in

(11)

• An isotonic estimator of the baseline hazard function in Cox's regression model under order restriction
• Limit theory in monotone function estimation
• A unified study of nonparametric inference for monotone functions
• Isotonized smooth estimators of a monotone baseline hazard in the Cox model
• Shape constrained non-parametric estimators of the baseline distribution in Cox proportional hazards model
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• Isotonic Window Estimators of the Baseline Hazard Function in Cox's Regression Model Under Order Restriction
• Uniform moment bounds for the standard estimators in the Cox proportional hazard model
• Smooth and non-smooth estimates of a monotone hazard
• On the L_p error of the Grenander‐type estimator in the Cox model
• Single-index mixture cure model under monotonicity constraints

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