Estimation in a Cox regression model with a change-point according to a threshold in a covariate
具有未知协变量阈值变点的 Cox 回归估计
We consider a nonregular Cox model for independent and identically distributed right censored survival times, with a change-point according to the unknown threshold of a covariate. The maximum partial likelihood estimators of the parameters and the estimator of the baseline cumulative hazard are studied. We prove that the estimator of the change-point is n-consistent and the estimator of the regression parameters are $n^{1/2}$-consistent, and we establish the asymptotic…