SIMULTANEOUS ESTIMATION OF BASELINE HAZARD RATE AND REGRESSION PARAMETERS IN COX PROPORTIONAL HAZARDS MODELWITH MEASUREMENT ERROR

Authors

  • ALEXANDER KUKUSH
  • S´ANDOR BARAN
  • ISTV´A N FAZEKAS
  • ELENA USOLTSEVA

Keywords:

Cox proportional hazards model, measurement error, strong consistency, Kullback-Leibler distance.

Abstract

We consider Cox proportional hazards model under covariate measurement error and investigate
a simultaneous estimation method for the baseline hazard and covariate parameter.
We show the strong consistency of the estimators and we also estimate their rate of convergence.
Simulation results are also presented to illustrate the theoretical ones.

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Issue

Vol. 45 No. 2 (2011)

Section

Articles