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Nonexistence of an unbiased estimating function for the Cox model

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  • 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
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    References listed on IDEAS

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    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.
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