Finite sample optimality of maximum partial likelihood estimation in Cox's model for counting processes

DOI10.1016/0378-3758(90)90005-FzbMath0694.62003MaRDI QIDQ909370

Chao A. Hsiung, I.-Shou Chang

Publication date: 1990

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

martingalesFisher informationnuisance parametercounting processestimating equationCox-type regression modelsestimating function theoryGodambe optimality criterionoptimality of the maximum partial likelihood estimation

Mathematics Subject Classification ID

Linear inference, regression (62J99) Foundations and philosophical topics in statistics (62A01) Inference from stochastic processes (62M99)

Cites Work

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