On the $L_p$-error of the Grenander-type estimator in the Cox model
Statistics Theory
2019-07-17 v1 Methodology
Statistics Theory
Abstract
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 -error of the Grenander-type estimator. We also propose a test procedure for a Weibull baseline distribution, based on the -distance between the Grenander estimator and a parametric estimator of the baseline hazard. Simulation studies are performed to investigate the performance of this test.
Keywords
Cite
@article{arxiv.1907.06933,
title = {On the $L_p$-error of the Grenander-type estimator in the Cox model},
author = {Cécile Durot and Eni Musta},
journal= {arXiv preprint arXiv:1907.06933},
year = {2019}
}