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arxiv: math/0611230 · v1 · submitted 2006-11-08 · 🧮 math.ST · stat.TH

The Bernstein--von Mises theorem for the proportional hazard model

classification 🧮 math.ST stat.TH
keywords hazardbaselinedistributionestimatorfunctionlikelihoodmaximummodel
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We study large sample properties of Bayesian analysis of the proportional hazard model with neutral to the right process priors on the baseline hazard function. We show that the posterior distribution of the baseline cumulative hazard function and regression coefficients centered at the maximum likelihood estimator is jointly asymptotically equivalent to the sampling distribution of the maximum likelihood estimator.

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