Advanced Search

We consider a failure hazard function, conditional on a time-independent covariate , given by ${\eta }_{{\gamma }^0}\left(t\right)f_{{\beta }^0}\left(Z\right)$. The baseline hazard function ${\eta }_{{\gamma }^0}$ and the relative risk $f_{{\beta }^0}$ both belong to parametric families with ${\theta }^0={({\beta }^0,{\gamma }^0)}^{\top }\in {ℝ}^{m+p}$. The covariate has an unknown density and is measured with an error through an additive error model where is a random variable, independent from , with known density $f_{\epsilon }$. We observe a -sample , = 1, ..., , where is the minimum between the failure time and the censoring time, and ...