ROBUST ESTIMATION IN COX REGRESSION-MODEL

被引：0

作者：

BEDNARSKI, T

机构：

来源：

SCANDINAVIAN JOURNAL OF STATISTICS | 1993年 / 20卷 / 03期

关键词：

SURVIVAL ANALYSIS; COX MODEL; PROPORTIONAL HAZARDS; ROBUST ESTIMATION; FRECHET DIFFERENTIABILITY;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A robust estimation problem in Cox's regression model is considered. Modifications are proposed of the partial likelihood estimator which result from Frechet differentiable von Mises functionals. The differentiability is used to establish such robustness properties of the estimators as consistency and asymptotc normality under an infinitesimal non-parametric extension of Cox's semi-parametric model.

引用

页码：213 / 225

页数：13

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