Smoothed Cox regression

成果类型:
Article
署名作者:
Dabrowska, DM
署名单位:
University of California System; University of California Los Angeles
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
发表日期:
1997
页码:
1510-1540
关键词:
nonparametric-estimation models inference covariate tests time fit
摘要:
Nonparametric regression was shown by Beran and McKeague and Utikal to provide a flexible method for analysis of censored failure times and more general counting processes models in the presence of covariates. We discuss application of kernel smoothing towards estimation in a generalized Cox regression model with baseline intensity dependent on a covariate. Under regularity conditions we show that estimates of the regression parameters are asymptotically normal at rate root-n, and we also discuss estimation of the baseline cumulative hazard function and related parameters.