An exponential bound for Cox regression

We present an asymptotic exponential bound for the deviation of the survival function estimator of the Cox model. We show that the bound holds even when the proportional hazards assumption does not hold.

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Year of publication:	2012
Authors:	Goldberg, Y. ; Kosorok, M.R.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 7, p. 1267-1272
Publisher:	Elsevier
Subject:	Cox model \| Model misspecification \| Exponential bound

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

Persistent link: https://www.econbiz.de/10010571766