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Robust estimation based on grouped-adjusted data in censored regression models

✍ Scribed by Kazumitsu Nawata


Book ID
107949986
Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
1013 KB
Volume
43
Category
Article
ISSN
0304-4076

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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