Kernel Estimation of Hazard Ratio Based on Censored Data

  • Choi, Myong-Hui (Department of Information Communication, Daegu Polytechnic College) ;
  • Lee, In-Suk (Department of Information Communication, Daegu Polytechnic College) ;
  • Song, Jae-Kee (Department of Statistics, Kyungpook National University)
  • Published : 2001.10.30

Abstract

We, in this paper, propose a kernel estimator of hazard ratio with censored survival data. The uniform consistency and asymptotic normality of the proposed estimator are proved by using counting process approach. In order to assess the performance of the proposed estimator, we compare the kernel estimator with Cox estimator and the generalized rank estimators of hazard ratio in terms of MSE by Monte Carlo simulation. Two examples are illustrated for our results.

Keywords

References

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