Wang, W.:  Proportional hazards regression model with unknown link function
 
  
ABSTRACT

Cox proportional hazards regression model usually assumes that covariates
have log-linear effects on the hazard function. Now we consider a more   
general proportional hazards regression model with a nonparametric link
function. We mainly focus on the situation when the baseline hazard
function is also unspecified. A two-step iterative algorithm is proposed  
to estimate the link function and the covariate effects. We make inference
based on a local version of the partial likelihood.
Large sample properties are discussed and several simulation studies are
conducted to evaluate the performance of this estimation procedure.