Smoothed Cox regression

Dorota M. Dabrowska

doi:10.1214/aos/1031594730

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Home > Journals > Ann. Statist. > Volume 25 > Issue 4 > Article

August 1997 Smoothed Cox regression

Dorota M. Dabrowska

Ann. Statist. 25(4): 1510-1540 (August 1997). DOI: 10.1214/aos/1031594730

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Abstract

Nonparametric regression was shown by Beran and McKeague and Utikal to provide a flexible method for analysis of censored failure times and more general counting processes models in the presence of covariates. We discuss application of kernel smoothing towards estimation in a generalized Cox regression model with baseline intensity dependent on a covariate. Under regularity conditions we show that estimates of the regression parameters are asymptotically normal at rate root-n, and we also discuss estimation of the baseline cumulative hazard function and related parameters.