Local partial likelihood estimation in proportional hazards regression
比例风险回归中的局部偏似然估计
Fan, Gijbels and King [Ann. Statist. 25 (1997) 1661–1690] considered the estimation of the risk function ψ(x) in the proportional hazards model. Their proposed estimator is based on integrating the estimated derivative function obtained through a local version of the partial likelihood. They proved the large sample properties of the derivative function, but the large sample properties of the estimator for the risk function itself were not established. In this paper, we…