The Asymptotic Distribution of the Estimator for the Regression Parameter in Cox's Regression Model

In 1972 D. R. Cox proposed a semi-parametric regression model to use when analysing survival data containing information about measurements on risk-factors. The model is later known as Cox's regression model. This paper deals with the asymptotic properties of the estimator for the regression pa...

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Veröffentlicht in:Scandinavian Journal of Statistics. - Blackwell Publishers, 1974. - 9(1982), 2, Seite 107-115
1. Verfasser: Næs, Tormod (VerfasserIn)
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 1982
Zugriff auf das übergeordnete Werk:Scandinavian Journal of Statistics
Schlagworte:hazard-rate regression censored observations asymptotic theory martingale Information science Mathematics Behavioral sciences Social sciences
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520 |a In 1972 D. R. Cox proposed a semi-parametric regression model to use when analysing survival data containing information about measurements on risk-factors. The model is later known as Cox's regression model. This paper deals with the asymptotic properties of the estimator for the regression parameter in the case of time-dependent risk-factors. It is shown by using results from the martingale theory that the asymptotic distribution of the estimator is multinormal. 
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