Abstract
A general version of the Cox regression model is studied as a discrete time process consisting of the embedded experiments at the jump times. Simple conditions are given for the consistency and asymptotic normality of the estimator for the regression parameters.
Citation
E. Arjas. P. Haara. "A Note on the Asymptotic Normality in the Cox Regression Model." Ann. Statist. 16 (3) 1133 - 1140, September, 1988. https://doi.org/10.1214/aos/1176350950
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