A new representation of Cox's score statistic and its variance

We represent Cox's (1972) score statistic and its variance in a form analogous to Hoeffding's (1948) 'U-statistics', and suggest how these representations may be used to investigate asymptotic properties in nonstandard situations.

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Year of publication:	1992
Authors:	Oakes, David ; Manatunga, Amita K.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 14.1992, 2, p. 107-110
Publisher:	Elsevier
Keywords:	Frailty martingale partial likelihood proportional hazards U-statistic

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313928