Change point detection in Cox proportional hazards mixture cure model.

The mixture cure model has been widely applied to survival data in which a fraction of the observations never experience the event of interest, despite long-term follow-up. In this paper, we study the Cox proportional hazards mixture cure model where the covariate effects on the distribution of uncured subjects' failure time may jump when a covariate exceeds a change point. The nonparametric maximum likelihood estimation is used to obtain the semiparametric estimates. We employ a two-step computational procedure involving the Expectation-Maximization algorithm to implement the estimation. The consistency, convergence rate and asymptotic distributions of the estimators are carefully established under technical conditions and we show that the change point estimator is consistency. The out of bootstrap and the Louis algorithm are used to obtain the standard errors of the estimated change point and other regression parameter estimates, respectively. We also contribute a test procedure to check the existence of the change point. The finite sample performance of the proposed method is demonstrated via simulation studies and real data examples.