Abstract

We consider the Cox regression model and show that the regression parameter estimator and the Breslow estimator for the cumulative hazard have uniformly bounded moments of any order if we restrict to a sequence of events with probability converging to one. These results are needed, for example, when studying global errors of shape restricted estimators of the baseline hazard function.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.