A characterisation of the proportional hazards model through a measure of discrimination between two residual life distributions
Entropy, Hazard rate, Kullback-Leibler discrimination information
A time-dependent Kullback-Leibler discrimination function is denned 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.
Original Publication Date
DOI of published version
Ebrahimi, Nader and Kirmani, S. N.U.A., "A characterisation of the proportional hazards model through a measure of discrimination between two residual life distributions" (1996). Faculty Publications. 4157.