Results on standard estimators in the Cox model

Cécile Durot; Eni Musta

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arXiv · 1908.07456

Results on standard estimators in the Cox model

Cécile Durot·Eni Musta

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Abstract

We consider the Cox regression model and prove some properties of the maximum partial likelihood estimator $\hat\beta_n$ and of the the Breslow estimator $\Lambda_n$. 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.

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Cécile Durot, Eni Musta. 2019-08-20. Results on standard estimators in the Cox model. https://arxiv.org/abs/1908.07456

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