Laws of the Iterated Logarithm and a Moderate Deviation of MLE for the Proportional Hazards Model with Incomplete Information |
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| Authors: | Yurong Chen Luqin Liu |
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| Institution: | 1. School of Mathematics and Statistics, Wuhan University, Wuhan, Chinayrchen.math@whu.edu.cn;3. School of Mathematics and Statistics, Wuhan University, Wuhan, China |
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| Abstract: | In this paper, we obtain a law of iterated logarithm, a Chung-type law of iterated logarithm, and a moderate deviation result of the maximum likelihood estimator (MLE) for the unknown regression parameter vector in a proportional hazards model with incomplete information. |
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| Keywords: | Incomplete information Law of the iterated logarithm Maximum likelihood Moderate deviation Proportional hazards model |
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