Uniform moment bounds for the standard estimators in the Cox proportional hazard model

Cécile Durot and Eni Musta

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 21, 7452-7464

Abstract: We consider the Cox regression model and show that the regression parameter estimator and the Breslow estimator for the cumulative hazard have uniformly bounded moments of any order if we restrict to a sequence of events with probability converging to one. These results are needed, for example, when studying global errors of shape restricted estimators of the baseline hazard function.

Date: 2022
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DOI: 10.1080/03610926.2021.1873376

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