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Results on standard estimators in the Cox model

Abstract

We consider the Cox regression model and prove some properties of the maximum partial likelihood estimator β^n\hat\beta_n and of the the Breslow estimator Λn\Lambda_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.

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