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On The L p Error Of The Grenander‐Type Estimator In The Cox Model
Statistica Neerlandica ( IF 1.5 ) Pub Date : 2020-07-07 , DOI: 10.1111/stan.12218
Cécile Durot 1 , Eni Musta 2
Affiliation  

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.

中文翻译:

关于 Cox 模型中 Grenander 型估计量的 L p 误差

我们考虑 Cox 回归模型并研究了单调基线风险函数的 Grenander 型估计量的渐近全局行为。该模型未包含在 Durot (2007) 的一般设置中。然而,我们证明了类似的中心极限定理适用于 Grenander 型估计量的 $L_p$ 误差。我们还提出了一个 Weibull 基线分布的测试程序,基于 Grenander 估计量和基线风险的参数估计量之间的 $L_p$-距离。进行模拟研究以调查该测试的性能。
更新日期:2020-07-07
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