The Asymptotic Joint Distribution of Regression and Survival Parameter Estimates in the Cox Regression Model
The Asymptotic Joint Distribution of Regression and Survival Parameter Estimates in the Cox Regression Model
In this paper it is shown that the Cox likelihood (Cox, 1972) may be treated as a standard likelihood, in the sense that its maximizer $\hat{\beta}$ is asymptotically normally distributed with asymptotic covariance matrix equal to $-\{E \partial^2 \log L (\beta)/\partial\beta\partial\beta'\}^{-1}$. In the process, an asymptotic representation of the score …