Consistency of the estimator of cumulative hazard function in estimated pseudo-partial-likelihood approach |
| |
Authors: | Yanyan Liu Zhongshang Yuan |
| |
Institution: | 1. School of Mathematics and Statistics, Wuhan University, Wuhan, 430072, Hubei, China
|
| |
Abstract: | For multivariate failure time with auxiliary covariate information, an estimated pseudo-partial-likelihood estimator under
the marginal hazard model with distinguishable baseline hazard has been proposed. However, the asymptotic properties of the
corresponding estimated cumulative hazard function have not been studied. In this paper, based on counting process martingale,
we use the continuous mapping theorem and Lenglart inequality and prove the consistency of the estimated cumulative hazard
function in estimated pseudo-partial-likelihood approach. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|