New estimators for Cox regression are considered. Their asymptotic properties, both on and off the model, are established. Corollaries include conditions under which the maximum partial likelihood estimator defines a parameter in the population and the asymptotics of the case-cohort estimator. Robust estimators that minimize the asymptotic variance subject to a bound on the maximal bias on infinitesimal neighborhoods are discussed. The estimators are illustrated with medical data.
"Some New Estimators for Cox Regression." Ann. Statist. 21 (4) 1721 - 1759, December, 1993. https://doi.org/10.1214/aos/1176349395