An exponential bound for Cox regression

Y. Goldberg; M. R. Kosorok

doi:10.1016/j.spl.2012.03.023

An exponential bound for Cox regression

Y. Goldberg, M. R. Kosorok

Department of Statistics

University of Haifa

Research output: Contribution to journal › Article › peer-review

Abstract

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.

Original language	English
Pages (from-to)	1267-1272
Number of pages	6
Journal	Statistics and Probability Letters
Volume	82
Issue number	7
DOIs	https://doi.org/10.1016/j.spl.2012.03.023
State	Published - Jul 2012

Keywords

Cox model
Exponential bound
Model misspecification

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2012.03.023

Cite this

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title = "An exponential bound for Cox regression",

abstract = "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.",

keywords = "Cox model, Exponential bound, Model misspecification",

author = "Y. Goldberg and Kosorok, \{M. R.\}",

note = "Funding Information: The authors are grateful to the anonymous reviewer for helpful suggestions and comments. The first author thanks Jason Fine for encouragement to write this paper. The second author was funded in part by grant CA142538 from the National Cancer Institute .",

year = "2012",

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doi = "10.1016/j.spl.2012.03.023",

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AU - Goldberg, Y.

AU - Kosorok, M. R.

N1 - Funding Information: The authors are grateful to the anonymous reviewer for helpful suggestions and comments. The first author thanks Jason Fine for encouragement to write this paper. The second author was funded in part by grant CA142538 from the National Cancer Institute .

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Y1 - 2012/7

N2 - 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.

AB - 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.

KW - Cox model

KW - Exponential bound

KW - Model misspecification

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U2 - 10.1016/j.spl.2012.03.023

DO - 10.1016/j.spl.2012.03.023

M3 - مقالة

C2 - 23565013

SN - 0167-7152

VL - 82

SP - 1267

EP - 1272

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 7

ER -

An exponential bound for Cox regression

Abstract

Keywords

All Science Journal Classification (ASJC) codes

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