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On the first order regression procedure of estimation for incomplete regression models

✍ Scribed by V. K. Srivastava; H. Toutenburg


Book ID
110671749
Publisher
Springer-Verlag
Year
2005
Tongue
English
Weight
183 KB
Volume
46
Category
Article
ISSN
0932-5026

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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