On the Lp error of the Grenander‐type estimator in the Cox model

DOI10.1111/STAN.12218MaRDI QIDQ6067705zbMATH OpenOpenAlexFDO

Authors Cécile Durot, Eni Musta

Publication date 14 December 2023

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1907.06933

zbMATH Keywords

baseline hazard ratecentral limit theoremCox regression modelglobal errorGrenander-type estimatorisotonic estimationtesting a Weibull baseline distribution

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Inference from stochastic processes (62Mxx) Survival analysis and censored data (62Nxx)

Abstract: We consider the Cox regression model and study the asymptotic global behavior of the Grenander-type estimator for a monotone baseline hazard function. This model is not included in the general setting of Durot (2007). However, we show that a similar central limit theorem holds for $L_p$-error of the Grenander-type estimator. We also propose a test procedure for a Weibull baseline distribution, based on the $L_p$-distance between the Grenander estimator and a parametric estimator of the baseline hazard. Simulation studies are performed to investigate the performance of this test.

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Cited in

(1)

• Uniform moment bounds for the standard estimators in the Cox proportional hazard model

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