Strong consistency and asymptotic normality are established for the maximum partial likelihood estimate of the regression parameter in Cox's regression model. Estimates are also derived for the underlying cumulative hazard function and survival distribution. We establish the asymptotic normality of these estimates and calculate the limiting variances.
@article{1176345335,
author = {Tsiatis, Anastasios A.},
title = {A Large Sample Study of Cox's Regression Model},
journal = {Ann. Statist.},
volume = {9},
number = {1},
year = {1981},
pages = { 93-108},
language = {en},
url = {http://dml.mathdoc.fr/item/1176345335}
}
Tsiatis, Anastasios A. A Large Sample Study of Cox's Regression Model. Ann. Statist., Tome 9 (1981) no. 1, pp. 93-108. http://gdmltest.u-ga.fr/item/1176345335/