Cumulants and Bartlett Identities in Cox Regression

DOI10.1007/978-3-319-25826-3_5zbMath1357.62289OpenAlexW1787925345MaRDI QIDQ2956048

Jianming Ye, Per Aslak Mykland

Publication date: 16 January 2017

Published in: The Fascination of Probability, Statistics and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-25826-3_5

zbMATH Keywords

partial likelihoodsurvival analysisproportional hazards modelBartlett correctionBartlett identities

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Exact distribution theory in statistics (62E15) Estimation in survival analysis and censored data (62N02)

Related Items (1)

Embedding and asymptotic expansions for martingales

Cites Work

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• APPROXIMATE CONFIDENCE INTERVALS
• Statistical models based on counting processes
• Likelihood computations without Bartlett identities

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