Maximum Weighted Partial Likelihood Estimators for the Cox Model

DOI10.2307/2290707zbMath0771.62078OpenAlexW4252732746MaRDI QIDQ4694179

Peter D. Sasieni

Publication date: 17 August 1993

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2290707

zbMATH Keywords

martingalessurvival analysisasymptotic relative efficiencysimulation studyCox regressioncounting processesrobust estimatorweighted partial likelihoodCox estimatorbounded influence curvesWilcoxon-type estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Applications of statistics to biology and medical sciences; meta analysis (62P10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (12)

Robust estimation for the Cox regression model based on trimming ⋮ Statistical estimation in the proportional hazards model with risk set sampling ⋮ Generalized martingale-residual processes for goodness-of-fit inference in Cox's type regression models ⋮ Robustness and efficiency of Sasieni-type estimators in the Cox model. ⋮ Robust censored regression with \(\ell_1\)-norm regularization ⋮ Censoring balancing functions for undetected probably significant effects in Cox regression ⋮ Testing based on sampled data for proportional hazards model ⋮ Robust estimation in accelerated failure time models ⋮ Estimation of odds of concordance based on the Aalen additive model ⋮ On a robust modification of Breslow's cumulated hazard estimator ⋮ On scale Fisher consistency of maximum likelihood estimator for the exponential regression model under arbitrary frailty ⋮ Scaled Fisher consistency of partial likelihood estimator in the Cox model with arbitrary frailty

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