Uniform moment bounds for the standard estimators in the Cox proportional hazard model

We consider the Cox regression model and show that the regression parameter estimator and the Breslow estimator for the cumulative hazard have uniformly bounded moments of any order if we restrict to a sequence of events with probability converging to one. These results are needed, for example, when...

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Published in:Communications in statistics. Theory and methods 2022-11, Vol.51 (21), p.7452-7464
Main Authors: Durot, Cécile, Musta, Eni
Format: Article
Language:English
Subjects:
Breslow estimator
Cox regression model
Estimators
maximum partial likelihood estimator
Parameter estimation
Regression models
Statistical analysis
Statistical models
Statistics
Statistics Theory
uniformly bounded moments
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Musta, Eni
description We consider the Cox regression model and show that the regression parameter estimator and the Breslow estimator for the cumulative hazard have uniformly bounded moments of any order if we restrict to a sequence of events with probability converging to one. These results are needed, for example, when studying global errors of shape restricted estimators of the baseline hazard function.
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subjects Breslow estimator
Cox regression model
Estimators
maximum partial likelihood estimator
Parameter estimation
Regression models
Statistical analysis
Statistical models
Statistics
Statistics Theory
uniformly bounded moments
title Uniform moment bounds for the standard estimators in the Cox proportional hazard model
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