Laws of the Iterated Logarithm and a Moderate Deviation of MLE for the Proportional Hazards Model with Incomplete Information

Yurong Chen and Luqin Liu

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 22, 4696-4708

Abstract: In this paper, we obtain a law of iterated logarithm, a Chung-type law of iterated logarithm, and a moderate deviation result of the maximum likelihood estimator (MLE) for the unknown regression parameter vector in a proportional hazards model with incomplete information.

Date: 2015
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DOI: 10.1080/03610926.2013.784992

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