A new representation of Cox's score statistic and its variance

David Oakes and Amita K. Manatunga

Statistics & Probability Letters, 1992, vol. 14, issue 2, 107-110

Abstract: We represent Cox's (1972) score statistic and its variance in a form analogous to Hoeffding's (1948) 'U-statistics', and suggest how these representations may be used to investigate asymptotic properties in nonstandard situations.

Keywords: Frailty; martingale; partial; likelihood; proportional; hazards; U-statistic (search for similar items in EconPapers)
Date: 1992
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