Results on standard estimators in the Cox model

08/20/2019

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by   Cecile Durot, et al.

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We consider the Cox regression model and prove some properties of the maximum partial likelihood estimator β̂_n and the empirical estimator Φ_n. The asymptotic properties of these estimators have been widely studied in the literature but we are not aware of a reference where it is shown that they have uniformly bounded moments. These results are needed, for example, when studying global errors of shape restricted estimators of the baseline hazard function.