On robust model selection within the Cox model

DOI10.1111/J.1368-423X.2006.00185.XMaRDI QIDQ5488517zbMATH OpenFDO

Authors T. Bednarski, Edyta Mocarska

Publication date 22 September 2006

Published in Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

model selectionCox modelrobustness

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Estimation in survival analysis and censored data (62N02) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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Cites work

• On the convergence rate of robert procedures and local equivalence of hellinger and total variation distances
• Robustness and efficiency of Sasieni-type estimators in the Cox model.

Cited in

(6)

• Model selection for two-sample problems with right-censored data: an application of Cox model
• Selection of Effects in Cox Frailty Models by Regularization Methods
• Fréchet differentiability in statistical inference for time series
• Robust estimation for the Cox regression model based on trimming
• The Dantzig Selector in Cox's Proportional Hazards Model
• Selection between proportional and stratified hazards models based on expected log-likelihood

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