Estimation in a Cox regression model with a change-point according to a threshold in a covariate

@article{Pons2003EstimationIA,
  title={Estimation in a Cox regression model with a change-point according to a threshold in a covariate},
  author={O. Pons},
  journal={Annals of Statistics},
  year={2003},
  volume={31},
  pages={442-463}
}
  • O. Pons
  • Published 2003
  • Mathematics
  • Annals of Statistics
We consider a nonregular Cox model for independent and identically distributed right censored survival times, with a change-point according to the unknown threshold of a covariate. The maximum partial likelihood estimators of the parameters and the estimator of the baseline cumulative hazard are studied. We prove that the estimator of the change-point is n-consistent and the estimator of the regression parameters are n 1/2 -consistent, and we establish the asymptotic distributions of the… Expand
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