The Annals of Statistics · 1981 · 479 citations · 6 references
Public HealthBiostatisticsEpidemiologic MethodsEpidemiologySurvival AnalysisHazard FunctionsMaximum Likelihood EstimationParametric Survival ModelsSurvival ModelingAsymptotic NormalityCox RegressionCumulative Hazard EstimationHazard Rate ModelsMaximum Likelihood EstimatorParametric Regression ModelsPartial LikelihoodSurvival Rates
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.
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