v1v2 (latest)
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 and of the the Breslow estimator . 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.
View on arXivComments on this paper