𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Comparing Partial Likelihood and Robust Estimation Methods for the Cox Regression Model

✍ Scribed by Desmarais, B. A.; Harden, J. J.


Book ID
115497788
Publisher
Oxford University Press
Year
2012
Tongue
English
Weight
857 KB
Volume
20
Category
Article
ISSN
1047-1987

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Robust estimation for the Cox regression
✍ Alessio Farcomeni; Sara Viviani πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 231 KB πŸ‘ 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 Metropolis‐type maximization routine, and show its convergence to a global optimum. We discuss global robustness properties