An exponential bound for Cox regression

Y. Goldberg; M. R. Kosorok

doi:10.1016/j.spl.2012.03.023

An exponential bound for Cox regression

Y. Goldberg, M. R. Kosorok

Department of Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

We present an asymptotic exponential bound for the deviation of the survival function estimator of the Cox model. We show that the bound holds even when the proportional hazards assumption does not hold.

Original language	English
Pages (from-to)	1267-1272
Number of pages	6
Journal	Statistics and Probability Letters
Volume	82
Issue number	7
DOIs	https://doi.org/10.1016/j.spl.2012.03.023
State	Published - Jul 2012

Bibliographical note

Funding Information:
The authors are grateful to the anonymous reviewer for helpful suggestions and comments. The first author thanks Jason Fine for encouragement to write this paper. The second author was funded in part by grant CA142538 from the National Cancer Institute .

Keywords

Cox model
Exponential bound
Model misspecification

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

Access to Document

10.1016/j.spl.2012.03.023

Cite this

@article{5e83c017e72e405d99be137714e18125,

title = "An exponential bound for Cox regression",

abstract = "We present an asymptotic exponential bound for the deviation of the survival function estimator of the Cox model. We show that the bound holds even when the proportional hazards assumption does not hold.",

keywords = "Cox model, Exponential bound, Model misspecification",

author = "Y. Goldberg and Kosorok, {M. R.}",

note = "Funding Information: The authors are grateful to the anonymous reviewer for helpful suggestions and comments. The first author thanks Jason Fine for encouragement to write this paper. The second author was funded in part by grant CA142538 from the National Cancer Institute . ",

year = "2012",

month = jul,

doi = "10.1016/j.spl.2012.03.023",

language = "English",

volume = "82",

pages = "1267--1272",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier",

number = "7",

}

TY - JOUR

T1 - An exponential bound for Cox regression

AU - Goldberg, Y.

AU - Kosorok, M. R.

N1 - Funding Information: The authors are grateful to the anonymous reviewer for helpful suggestions and comments. The first author thanks Jason Fine for encouragement to write this paper. The second author was funded in part by grant CA142538 from the National Cancer Institute .

PY - 2012/7

Y1 - 2012/7

N2 - We present an asymptotic exponential bound for the deviation of the survival function estimator of the Cox model. We show that the bound holds even when the proportional hazards assumption does not hold.

AB - We present an asymptotic exponential bound for the deviation of the survival function estimator of the Cox model. We show that the bound holds even when the proportional hazards assumption does not hold.

KW - Cox model

KW - Exponential bound

KW - Model misspecification

UR - http://www.scopus.com/inward/record.url?scp=84860120178&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2012.03.023

DO - 10.1016/j.spl.2012.03.023

M3 - Article

C2 - 23565013

AN - SCOPUS:84860120178

SN - 0167-7152

VL - 82

SP - 1267

EP - 1272

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 7

ER -

An exponential bound for Cox regression

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this