Smoothed Isotonic Estimators of a Monotone Baseline Hazard in the Cox Model

@article{Lopuha2016SmoothedIE,
  title={Smoothed Isotonic Estimators of a Monotone Baseline Hazard in the Cox Model},
  author={Hendrik P. Lopuha{\"a} and Eni Musta},
  journal={Scandinavian Journal of Statistics},
  year={2016},
  volume={45},
  pages={753 - 791}
}
We consider the smoothed maximum likelihood estimator and the smoothed Grenander‐type estimator for a monotone baseline hazard rate λ 0 in the Cox model. We analyze their asymptotic behaviour and show that they are asymptotically normal at rate nm/(2m+1), when λ 0 is m≥2 times continuously differentiable, and that both estimators are asymptotically equivalent. Finally, we present numerical results on pointwise confidence intervals that illustrate the comparable behaviour of the two methods. 

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