The maximum full and partial likelihood estimators in the proportional hazard model
type: Item
instance of: scholarly article
title: The maximum full and partial likelihood estimators in the proportional hazard model
zbMATH Open document ID: 0568.62026
DOI: 10.1007/BF02481976
author: Takemi Yanagimoto
author: Toshinari Kamakura
published in: Annals of the Institute of Statistical Mathematics
publication date: 1984-01-01T00:00:00Z
review text: The maximum full likelihood estimator in the proportional hazard model is explored in relation to the maximum partial likelihood estimator. In the scalar parameter case both the estimators have a common sign, and the absolute value of the former is strictly greater than that of the latter except for trivial cases. We point out also that the maximum full likelihood estimator after a simple modification of the likelihood equation provides a good approximation to the maximum partial likelihood estimator. Similar results are valid for the likelihood ratio tests.
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62P10
Mathematics Subject Classification ID: 62N05
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 3907563
zbMATH Keywords: maximum full likelihood estimator
zbMATH Keywords: proportional hazard model
zbMATH Keywords: maximum partial likelihood estimator
zbMATH Keywords: likelihood ratio tests
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02481976
OpenAlex ID: W2005431114
description: scientific article; zbMATH DE number 3907563