Estimation in Cox proportional hazards model with heteroscedastic errors in covariates

Abstract

Consistent estimators of the baseline hazard rate and the regression parameter are constructed in the Cox proportional hazards model with heteroscedastic measurement errors, assuming that the baseline hazard function belongs to a certain class of functions with bounded Lipschitz constants.

Keywords

• Cox proportional hazards model
• right censoring
• heteroscedastic measurement errors