Towards a general asymptotic theory for Cox model with staggered entry

Abstract

A general asymptotic theory is established for the two-parameter Cox score process with staggered entry data. It extends in several directions the existing theory developed by Sellke and Siegmund, Slud and Gu and Lai. An essential tool employed here is a modern empirical process theory, as elucidated in a recent monograph by Pollard.