A CLT for the L_p-error of the Grenander estimator holds in the Cox model, and an L_p-based test for Weibull baseline is proposed.
Asymptotic normality of the Lk-error of the Grenander estimator
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On the $L_p$-error of the Grenander-type estimator in the Cox model
A CLT for the L_p-error of the Grenander estimator holds in the Cox model, and an L_p-based test for Weibull baseline is proposed.