Optimal estimation of polynomial hazard functions |
| |
| Authors: | D. Ratnasabapathi A. Thavaneswaran Jagbir Singh |
| |
| Affiliation: | 1. Department of Mathematics and Physics , Philadelphia College of Pharmacy and Science , Philadelphia, PA, 19104;2. Department of Statistics , University of Manitoba , Winnipeg, R3T 3N8, Canada;3. Department of Statistics , Temple University , Philadelphia, PA, 19122 |
| |
| Abstract: | The counting process formulation (Aalen, 1978) for the analysis of life time data is briefly reviewed. This formulation is used to arrive at a regression type model and a smooth estimate of the hazard function. In the regression model, the error terms are martingales and Nelson's estimator is the dependent variable. An optimal approach for estimating the parameters of the polynomial is considered, Asymptotic normality of the optimal estimate is proved and an illustrative example is given. |
| |
| Keywords: | Cumulative hazard function optimal estimating equation counting process polynomial hazard model |
|
|
