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Isotonic Window Estimators of the Baseline Hazard Function in Cox's Regression Model Under Order Restriction |
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| Authors: | Myron N Chang & Daehyun Chung |
| Institution: | University of Florida,;Chungbuk National University |
| Abstract: | The regression model suggested by Cox (1972) has been widely used in survival analysis with censored observations. We propose isotonic window estimators for a monotone baseline hazard function in the Cox regression model. We prove that these estimators are asymptotically normal. The simulati on results presented in the article suggest that the proposed estimator performs better than several existing estimators in the literature |
| Keywords: | asymptotic normality convergence rate empirical estimator isotonic regression maximum likelihood estimator maximum partial likelihood estimator mean square error weighted least-squares cross-validation |