The Cox Regression Model, Invariance Principles for Some Induced Quantile Processes and Some Repeated Significance Tests

For the Cox regression model, the partial likelihood functions involve linear combinations of induced order statistics. Some in-variance principles pertaining to such linear combinations of induced order statistics are studied and the theory is incorporated in the formulation of suitable repeated significance tests (for the hypothesis of no regression) based on these partial likelihoods. Asymptotic power properties of these tests are also studied .

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