Smoothed isotonic estimators of a monotone baseline hazard in the Cox model

Abstract

We consider the smoothed maximum likelihood estimator and the smoothed Grenander-type estimator for a monotone baseline hazard rate ${\lambda }_0$ in the Cox model. We analyze their asymptotic behavior and show that they are asymptotically normal at rate $n^{m/(2m+1)}$, when~${\lambda }_0$ is $m\ge 2$ times continuously differentiable, and that both estimators are asymptotically equivalent. Finally, we present numerical results on pointwise confidence intervals that illustrate the comparable behavior of the two methods.