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arXiv · 1609.06617

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

Hendrik P. Lopuhaä·Eni Musta
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Abstract

We consider the smoothed maximum likelihood estimator and the smoothed Grenander-type estimator for a monotone baseline hazard rate $λ_0$ in the Cox model. We analyze their asymptotic behavior and show that they are asymptotically normal at rate $n^{m/(2m+1)}$, when~$λ_0$ is $m\geq 2$ 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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Hendrik P. Lopuhaä, Eni Musta. 2018-05-17. Smoothed isotonic estimators of a monotone baseline hazard in the Cox model. https://arxiv.org/abs/1609.06617

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