Robust estimation for the Cox regression
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Alessio Farcomeni; Sara Viviani
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Article
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2011
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John Wiley and Sons
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English
β 231 KB
π 2 views
## Abstract We propose a robust Cox regression model with outliers. The model is fit by trimming the smallest contributions to the partial likelihood. To do so, we implement a Metropolisβtype maximization routine, and show its convergence to a global optimum. We discuss global robustness properties