Consistency of the Estimator of Cumulative Hazard Function in Estimated Pseudo-Partial-Likelihood Approach  

作　　者：LIU Yanyan,YUAN Zhongshang School of Mathematics and Statistics,Wuhan University,Wuhan 430072,Hubei,China 

出　　处：《Wuhan University Journal of Natural Sciences》2009年第5期373-377,共5页武汉大学学报（自然科学英文版）

基　　金：Supported by the National Natural Science Foundation of China (10771163)

摘　　要：For multivariate failure time with auxiliary covariate information, an estimated pseudo-partial-likelihood estimator under the marginal hazard model with distinguishable baseline hazard has been proposed. However, the asymptotic properties of the corresponding estimated cumulative hazard function have not been studied. In this paper, based on counting process martingale, we use the continuous mapping theorem and Lenglart inequality and prove the consistency of the estimated cumulative hazard function in estimated pseudo-partial-likelihood approach.For multivariate failure time with auxiliary covariate information, an estimated pseudo-partial-likelihood estimator under the marginal hazard model with distinguishable baseline hazard has been proposed. However, the asymptotic properties of the corresponding estimated cumulative hazard function have not been studied. In this paper, based on counting process martingale, we use the continuous mapping theorem and Lenglart inequality and prove the consistency of the estimated cumulative hazard function in estimated pseudo-partial-likelihood approach.

关 键 词：cumulative hazard function pseudo-partial-likeli- hood CONSISTENCY auxiliary covariate multivariate data validation sample 

分 类 号：O174.51[理学—数学] S481.8[理学—基础数学]