Results on standard estimators in the Cox model

arXiv1908.07456MaRDI QIDQ6323946FDOQ6323946

Authors: Cécile Durot, Eni Musta 

Publication date: 20 August 2019

Abstract: We consider the Cox regression model and prove some properties of the maximum partial likelihood estimator $$ and of the the Breslow estimator $Lambd{a}_n$. The asymptotic properties of these estimators have been widely studied in the literature but we are not aware of a reference where it is shown that they have uniformly bounded moments. These results are needed, for example, when studying global errors of shape restricted estimators of the baseline hazard function.

This page was built for publication: Results on standard estimators in the Cox model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6323946)