A new MM algorithm for constrained estimation in the proportional hazards model

DOI10.1016/j.csda.2014.11.005OpenAlexW1979599124MaRDI QIDQ1623814

Guo-Liang Tian, Kam-Chuen Yuen, Jie-Li Ding

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10722/214578

zbMATH Keywords

asymptotic propertiesproportional hazards modelKarush-Kuhn-Tucker conditionsconstrained estimationMM algorithmbootstrap approach

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Parametric inference under constraints (62F30) Nonparametric statistical resampling methods (62G09)

Related Items (9)

Special issue on advances in survival analysis ⋮ Regression analysis for the proportional hazards model with parameter constraints under case-cohort design ⋮ Statistical inference for generalized case-cohort design under the proportional hazards model with parameter constraints ⋮ Generalized case-cohort analysis for constrained estimation in the Cox’s model ⋮ Adaptive bridge estimator for Cox model with a diverging number of parameters ⋮ A quadratic upper bound algorithm for regression analysis of credit risk under the proportional hazards model with case-cohort data ⋮ The adjustment of covariates in Cox's model under case-cohort design ⋮ MM Algorithms for Variance Components Models ⋮ Generalized case-cohort and inference for Cox’s model with parameter constraints

Uses Software

• bootstrap

Cites Work

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• Case-cohort and case-control analysis with Cox's model
• Approximate Representation of Estimators in Constrained Regression Problems

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