On robust model selection within the Cox model

DOI10.1111/J.1368-423X.2006.00185.XzbMath1096.62138MaRDI QIDQ5488517

Tadeusz Bednarski, Edyta Mocarska

Publication date: 22 September 2006

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

robustnessmodel selectionCox model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric robustness (62G35) Monte Carlo methods (65C05) Estimation in survival analysis and censored data (62N02)

Related Items (1)

Fréchet differentiability in statistical inference for time series

Cites Work

• Robustness and efficiency of Sasieni-type estimators in the Cox model.
• On the convergence rate of robert procedures and local equivalence of hellinger and total variation distances

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