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Estimation in Cox proportional hazards model with heteroscedastic errors in covariates
Volume 11, Issue 4 (2024), pp. 479–489
Oksana Chernova ORCID icon link to view author Oksana Chernova details  

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https://doi.org/10.15559/24-VMSTA258
Pub. online: 30 May 2024      Type: Research Article      Open accessOpen Access

Received
1 March 2024
Revised
13 May 2024
Accepted
14 May 2024
Published
30 May 2024

Abstract

Consistent estimators of the baseline hazard rate and the regression parameter are constructed in the Cox proportional hazards model with heteroscedastic measurement errors, assuming that the baseline hazard function belongs to a certain class of functions with bounded Lipschitz constants.

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Keywords
Cox proportional hazards model right censoring heteroscedastic measurement errors

MSC2010
62H12 62N02

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