An exponential bound for Cox regression

被引：3
|
作者：
Goldberg, Y. [1 ]
Kosorok, M. R. [2 ]
机构：
[1] Univ Haifa, Dept Stat, IL-31095 Haifa, Israel
[2] Univ N Carolina, Dept Biostat, Chapel Hill, NC 27599 USA
来源：
STATISTICS & PROBABILITY LETTERS | 2012年 / 82卷 / 07期
关键词：
Cox model; Model misspecification; Exponential bound; ROBUST INFERENCE;
D O I：
10.1016/j.spl.2012.03.023
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We present an asymptotic exponential bound for the deviation of the survival function estimator of the Cox model. We show that the bound holds even when the proportional hazards assumption does not hold. (C) 2012 Elsevier B.V. All rights reserved.
引用
收藏
页码：1267 / 1272
页数：6
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