On penalized likelihood estimation for a non-proportional hazards regression model

Karthik Devarajan and Nader Ebrahimi

Statistics & Probability Letters, 2013, vol. 83, issue 7, 1703-1710

Abstract: In this paper, a semi-parametric generalization of the Cox model that permits crossing hazard curves is described. A theoretical framework for estimation in this model is developed based on penalized likelihood methods. It is shown that the optimal solution to the baseline hazard, baseline cumulative hazard and their ratio are hyperbolic splines with knots at the distinct failure times.

Keywords: Censored survival data analysis; Crossing hazards; Proportional hazards; Spline; Penalized likelihood (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2013.03.007

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