Asymptotic linear expansion of profile likelihood in the Cox mode

DOI10.3103/S1066530711030045zbMath1227.62013MaRDI QIDQ647756

Juan-Miguel Gracia

Publication date: 24 November 2011

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

partial likelihoodefficiencysemiparametric modelmaximum likelihood estimator\(M\)-estimatorprofile likelihoodefficient information boundefficient score

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)

Cites Work

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• Maximum Likelihood Estimation in the Multiplicative Intensity Model: A Survey
• Partial likelihood
• Asymptotic Statistics
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• On Profile Likelihood