A Cox-type regression model with change-points in the covariates

DOI10.1007/s10985-008-9083-3zbMath1356.62196OpenAlexW1987766614WikidataQ51896044 ScholiaQ51896044MaRDI QIDQ5963035

Uwe Jensen, Constanze Lütkebohmert

Publication date: 25 February 2016

Published in: Lifetime Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10985-008-9083-3

zbMATH Keywords

consistencyasymptotic normalitysurvival analysisCox modelchange-point

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Testing in survival analysis and censored data (62N03) Reliability and life testing (62N05)

Related Items (6)

Maximum Likelihood Estimation for Cox Proportional Hazards Model with a Change Hyperplane ⋮ A bent line Tobit regression model with application to household financial assets ⋮ Change Point Estimation in Regression Models with Fixed Design ⋮ Proportional Hazards Model with a Change Point for Clustered Event Data ⋮ Threshold Estimation in Proportional Mean Residual Life Model ⋮ Change-point cure models with application to estimating the change-point effect of age of diagnosis among prostate cancer patients

Cites Work

• A Cox model with a change-point applied to an actuarial problem
• Cox's regression model for counting processes: A large sample study
• Model checks for Cox-type regression models based on optimally weighted martingale residuals
• Estimation in a Cox regression model with a change-point according to a threshold in a covariate
• Weak convergence and empirical processes. With applications to statistics
• Inference under right censoring for transformation models with a change-point based on a covariate threshold
• Estimations of a threshold parameter in cox regression
• On Goodness-of-Fit Tests for Aalen's Additive Risk Model

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