Proportional hazards model with quantile functions

N. Unnikrishnan Nair, P. G. Sankaran and S. M. Sunoj

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 19, 4710-4723

Abstract: Proportional Hazards Model (PHM) introduced by Cox (1972) is extensively studied in literature. In this paper, we study reliability properties of the PHM using quantile functions. Some special properties of the quantile function, which are not shared by distribution function are explored to study various properties of the PHM. We discuss ageing properties and stochastic orders for the PHM. The quantile-based dynamic cumulative Kullback-Leibler divergence of PHM is studied. Characterizations of some important quantile densities using PHM are also proved.

Date: 2018
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DOI: 10.1080/03610926.2018.1445858

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