• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
Thumbnail - No thumbnail

The proportional hazards model with covariate measurement error

Dupuy, Jean-François (2005), The proportional hazards model with covariate measurement error, Journal of Statistical Planning and Inference, 135, 2, p. 260-275. http://dx.doi.org/10.1016/j.jspi.2004.05.003

View/Open
2003-6.ps (318.4Kb)
Type
Article accepté pour publication ou publié
Date
2005
Journal name
Journal of Statistical Planning and Inference
Volume
135
Number
2
Publisher
Elsevier
Pages
260-275
Publication identifier
http://dx.doi.org/10.1016/j.jspi.2004.05.003
Metadata
Show full item record
Author(s)
Dupuy, Jean-François
Abstract (EN)
The proportional hazards regression model is commonly used to evaluate the relationship between survival and covariates. Covariates are frequently measured with error. Substituting mismeasured values for the true covariates leads to biased estimation. Hu et al. (Biometrics 88 (1998) 447) have proposed to base estimation in the proportional hazards model with covariate measurement error on a joint likelihood for survival and the covariate variable. Nonparametric maximum likelihood estimation (NPMLE) was used and simulations were conducted to assess the asymptotic validity of this approach. In this paper, we derive a rigorous proof of asymptotic normality of the NPML estimators.
Subjects / Keywords
Proportional hazards model; Covariate measurement error; Nonparametric maximum likelihood; Asymptotic normality

Related items

Showing items related by title and author.

  • Thumbnail
    Representation of continuous linear forms on the set of ladlag processes and the pricing of American claims under proportional costs 
    Bouchard, Bruno; Chassagneux, Jean-François (2009) Article accepté pour publication ou publié
  • Thumbnail
    Customer satisfaction and financial analysts earnings forecast errors 
    Ramond, Olivier; Casta, Jean-François; Ngobo, Paul Valentin (2009) Document de travail / Working paper
  • Thumbnail
    Bayesian model comparison in cosmology with Population Monte Carlo 
    Kilbinger, Martin; Wraith, Darren; Robert, Christian P.; Benabed, Karim; Cappé, Olivier; Cardoso, Jean-François; Fort, Gersende; Prunet, Simon; Bouchet, François R. (2010) Article accepté pour publication ou publié
  • Thumbnail
    Intracerebral delivery of 5-iodo-2'-deoxyuridine in combination with synchrotron stereotactic radiation for the therapy of the F98 glioma. 
    Elleaume, Hélène; Estève, François; Barth, Rolf F.; Gouget, Barbara; Guerquin-Kern, Jean-Luc; Di Wu, Ting; Deman, Pierre; Adam, Jean-François; Rousseau, Julia (2009) Article accepté pour publication ou publié
  • Thumbnail
    Employee’s identification with a corporate brand: Singularity and consequences of the identification process. The case of a major branding in the telecom industry 
    Gagne, Jean-François; Josserand, Emmanuel (2009) Communication / Conférence
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo