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D. R. Cox, Regression Models and Life-Tables, Journal of the Royal Statistical Society: Series B (Methodological), Volume 34, Issue 2, January 1972, Pages 187–202, https://doi.org/10.1111/j.2517-6161.1972.tb00899.x
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Summary
The analysis of censored failure times is considered. It is assumed that on each individual are available values of one or more explanatory variables. The hazard function (age-specific failure rate) is taken to be a function of the explanatory variables and unknown regression coefficients multiplied by an arbitrary and unknown function of time. A conditional likelihood is obtained, leading to inferences about the unknown regression coefficients. Some generalizations are outlined.
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