Time Variable Coefficients Cox Regression Model Estimated The Asymptotic Mean Square Error Discussion

The Cox regression model for censored survival data specifies that covariates have a proportional effect on the hazard function of the life-time distribution of an individual. The time-dependent coefficients Cox's model has strong adaptability. This article mainly discusses the convergence rate for the estimator, which uses a local partial likelihood technique to estimate the time-dependent coefficients in Cox's regression model. The first part introduces the background of survival analysis, and the glossary involved. And the second part introduces several major methods used frequently. The third part focuses on different improvements on Cox regression model, and illustrates the importance of study in time-dependent coefficients. Finally this article mainly discusses the convergence rate of MSE. The result is that the optimalconvergence rate is O (n^-2/5).