Abstract
By introducing a new parameterization, Hirose [12] improved on the seminal work of Murphy and van der Vaart [16]: the improvement establishes the efficiency of the estimator through direct quadratic expansion of the profile likelihood, which requires fewer assumptions. This paper aims to demonstrate that the approach in [12] is fully applicable to the Cox proportional hazard model.
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Hirose, Y. Asymptotic linear expansion of profile likelihood in the Cox mode. Math. Meth. Stat. 20, 224–231 (2011). https://doi.org/10.3103/S1066530711030045
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DOI: https://doi.org/10.3103/S1066530711030045
Keywords
- Cox model
- semiparametric model
- profile likelihood
- partial likelihood
- efficiency
- Mestimator
- maximum likelihood estimator
- efficient score
- efficient information bound