Efficient Estimation in a Nonproportional Hazards Model
A nonproportional hazards regression model is considered in which the structural parameter is the vector of regression coefficients and the nuisance parameter is a vector of arbitrarily high dimension. The asymptotic distribution as well as the efficiency and consistency of jointly, implicitly defined estimators of the structural and nuisance parameters of the model are established.
KeywordsAsymptotic Distribution Consistent Estimator Nuisance Parameter Efficient Estimation Preliminary Estimator
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