On robust model selection within the Cox model

Econometrics Journal

Volumn 9, Issue 2, 2006, Pages 279-290

  Bednarski, Tadeusz ^a   Mocarska, Edyta ^b  

^a UNIVERSITY OF WROC AW   (Poland)

^b UNIVERSITY OF ZIELONA GÓRA   (Poland)

Author keywords

Cox model; Model selection; Robustness

Indexed keywords

EID: 33745587532     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2006.00185.x     Document Type: Article

References (10)

1. Akaike, H. (1969). Fitting autoregressive models for prediction. Annals of the Institute of Statistical Mathematics 21, 243-47.
2. Akaike, H. (1973). Information theory and an extension of the maximum likelihood principle. In Second International Symposium on Information Theory. Budapest: Academiai Kiado pp. 267-81.
3. Bednarski, T. (1989). On sensitivity of Cox's estimator. Statistics and Decisions 7, 215-28.
4. Bednarski, T. (1993). Robust estimation in Cox's regression model. Scandinavian Journal of Statistics 20, 213-25.
5. Bednarski, T. (1999). Adaptive robust estimation in the Cox regression model. Biocybernetics and Biomedical Engineering 19(4), 5-15.
6. Bednarski, T. and Nowak M. (2003). Robustness and efficiency of Sasieni-type estimators in the Cox model. Journal of Statistical Planning and Inference 115, 261-72.
7. Cox, D. R. (1972). Regression models and life tables. Journal of the Royal Statistical Society, Series B 34, 187-20.
8. Grzegorek, K. (1993). On robust estimation of baseline hazard under the Cox model and via Fréchet differentiability. Institute of Mathematics, Polish Academy of Sciences. Preprint No 518.
9. Machado, J. A. F. (1993). Robust model selection and M-estimation. Econometric Theory 9, 478-93.
10. Schwarz, G. (1978). Estimating the dimension of a model. The Annals of Statistics 6(2), 461-64.