Estimation in varying-coefficient proportional hazard regression model

In this paper, varying coefficient proportional hazard regression models are considered. The model is an important extension of the Cox model, and arises naturally if the coefficients change over different groups characterized by certain covariates in practice. Under random censorship, weighted partial likelihood estimators are defined for the varying coefficients by maximizing weighted partial likelihoods. It is shown that the proposed estimators are consistent and asymptotically normal.