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A Characterisation of the Proportional Hazards Model Through a Measure of Discrimination Between Two Residual Life Distributions
Nader Ebramini and S. N. U. A. Kirmani
Vol. 83, No. 1 (Mar., 1996), pp. 233-235
Stable URL: http://www.jstor.org/stable/2337445
Page Count: 3
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A time-dependent Kullback-Leibler discrimination function is defined by comparing residual life distributions at each age t. It is proved that the resulting Kullback-Leibler discrimination function is constant in t if and only if the two survival distributions satisfy a proportional hazards model.
Biometrika © 1996 Biometrika Trust