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Efficient Estimation in a Nonproportional Hazards Model

In: Lifetime Data: Models in Reliability and Survival Analysis

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  • Filia Vonta

    (University of Cyprus, Department of Mathematics and Statistics)

Abstract

A nonproportional hazards regression model is considered in which the structural parameter is the vector of regression coefficients and the nuisance parameter is a vector of arbitrarily high dimension. The asymptotic distribution as well as the efficiency and consistency of jointly, implicitly defined estimators of the structural and nuisance parameters of the model are established.

Suggested Citation

  • Filia Vonta, 1996. "Efficient Estimation in a Nonproportional Hazards Model," Springer Books, in: Nicholas P. Jewell & Alan C. Kimber & Mei-Ling Ting Lee & G. A. Whitmore (ed.), Lifetime Data: Models in Reliability and Survival Analysis, pages 347-351, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4757-5654-8_45
    DOI: 10.1007/978-1-4757-5654-8_45
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