Smoothed isotonic estimators of a monotone baseline hazard in the Cox model

2016/09/21 by Hendrik P. Lopuhaä, Lopuhaä, Hendrik P., Eni Musta +1 · 1 citation
Mathematics · #FOS: Mathematics #Statistical Methods and Inference #Statistics Theory (math.ST) #math.ST #stat.TH

paper · pdf · doi:10.48550/arxiv.1609.06617

openalex publication_date 2016/09/21 · arxiv created 2018/05/17 · arxiv updated 2018/05/18 · openalex created_date 2022/10/05 · openalex updated_date 2026/07/28

Abstract

We consider the smoothed maximum likelihood estimator and the smoothed Grenander-type estimator for a monotone baseline hazard rate λ₀ in the Cox model. We analyze their asymptotic behavior and show that they are asymptotically normal at rate n^m/(2m+1), when~λ₀ is m≥ 2 times continuously differentiable, and that both estimators are asymptotically equivalent. Finally, we present numerical results on pointwise confidence intervals that illustrate the comparable behavior of the two methods.

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