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Credibility theory based on trimming

✍ Scribed by Kim, Joseph H.T.; Jeon, Yongho

Book ID
122823001
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
651 KB
Volume
53
Category
Article
ISSN
0167-6687

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## 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