Order restricted estimation of the parameter functions in an additive hazard model

Abstract

In this paper we propose estimators of the parameter functions in an Aalen additive hasard regression model. The estimators are the individual and componentwise $l^2$ projections of the naive estimators resulting from the ordinary least squares estimator in the Aalen additive hazard model on the space of monotone functions. We provide pointwise limit distribution results for the resulting estimators, that exhibit $n^{-1/3}$ rate of convergence and the Chernoff distribution as the limit distribution.