Beyond first-order asymptotics for Cox regression

DOI10.3150/13-BEJ572zbMath1388.62051arXiv1504.03084MaRDI QIDQ2345126

Donald A. Pierce, Ruggero Bellio

Publication date: 19 May 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.03084

zbMATH Keywords

Cox regressionlikelihood function\(p\)-valuesparametric bootstrap methods

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Censored data models (62N01) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (3)

Modern Likelihood‐Frequentist Inference ⋮ Monte Carlo modified profile likelihood in models for clustered data ⋮ Behaviour of higher-order approximations of the tests in the single parameter Cox proportional hazards model.

Uses Software

• R
• boot
• bootlib

Cites Work

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