IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v152y2019icp21-27.html
   My bibliography  Save this article

Nonexistence of an unbiased estimating function for the Cox model

Author

Listed:
  • Yao, Xuan
  • Slud, Eric

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.

Suggested Citation

  • Yao, Xuan & Slud, Eric, 2019. "Nonexistence of an unbiased estimating function for the Cox model," Statistics & Probability Letters, Elsevier, vol. 152(C), pages 21-27.
    • Handle: RePEc:eee:stapro:v:152:y:2019:i:c:p:21-27
    DOI: 10.1016/j.spl.2019.04.006
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715219301099
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2019.04.006?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ke-Hai Yuan & Robert Jennrich, 2000. "Estimating Equations with Nuisance Parameters: Theory and Applications," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(2), pages 343-350, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ying Cheng & Ke-Hai Yuan, 2010. "The Impact of Fallible Item Parameter Estimates on Latent Trait Recovery," Psychometrika, Springer;The Psychometric Society, vol. 75(2), pages 280-291, June.
    2. Boik, Robert J., 2008. "An implicit function approach to constrained optimization with applications to asymptotic expansions," Journal of Multivariate Analysis, Elsevier, vol. 99(3), pages 465-489, March.
    3. Ogasawara, Haruhiko, 2013. "Asymptotic cumulants of ability estimators using fallible item parameters," Journal of Multivariate Analysis, Elsevier, vol. 119(C), pages 144-162.
    4. Mariano Ruiz Espejo & Miguel Delgado Pineda & Saralees Nadarajah, 2013. "Optimal unbiased estimation of some population central moments," METRON, Springer;Sapienza Università di Roma, vol. 71(1), pages 39-62, June.
    5. Luca Greco & Laura Ventura, 2006. "Bounded Estimation in the Presence of Nuisance Parameters," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(1), pages 27-36, May.
    6. Luca Greco & Laura Ventura, 2006. "Bounded Estimation in the Presence of Nuisance Parameters," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(1), pages 27-36, May.
    7. Wenjiang J. Fu, 2003. "Penalized Estimating Equations," Biometrics, The International Biometric Society, vol. 59(1), pages 126-132, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:152:y:2019:i:c:p:21-27. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.