Abstract
Nonparametric regression was shown by Beran and McKeague and Utikal to provide a flexible method for analysis of censored failure times and more general counting processes models in the presence of covariates. We discuss application of kernel smoothing towards estimation in a generalized Cox regression model with baseline intensity dependent on a covariate. Under regularity conditions we show that estimates of the regression parameters are asymptotically normal at rate root-n, and we also discuss estimation of the baseline cumulative hazard function and related parameters.
Citation
Dorota M. Dabrowska. "Smoothed Cox regression." Ann. Statist. 25 (4) 1510 - 1540, August 1997. https://doi.org/10.1214/aos/1031594730
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