Nonexistence of an unbiased estimating function for the Cox model

Xuan Yao and Eric Slud

Statistics & Probability Letters, 2019, vol. 152, issue C, 21-27

Abstract: It is proved under broad regularity conditions that there is no unbiased estimating function depending only on the structural parameter (the coefficients) in the Cox proportional hazards model with nuisance survival hazard parameters and possibly right-censored survival times.

Keywords: Cox proportional hazards model; Estimating equation; Nuisance parameter; Right-censoring; Structural parameter (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2019.04.006

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