AN E-ANCILLARITY PROJECTION PROPERTY OF COXS PARTIAL SCORE FUNCTION

• 成果类型: Article
• 署名作者: CHANG, IS; HSIUNG, CA
• 署名单位: Academia Sinica - Taiwan
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176348268
• 发表日期: 1991
• 页码: 1651-1660
• 关键词: counting-processes; sample; MODEL

摘要

This paper shows that Cox's partial score function is the projection of the score function on the (locally) E-ancillary subspace for the nuisance parameter (Small and McLeish). This is done by adapting the concepts of (locally) E-ancillarity and (locally) E-sufficiency for inference functions (McLeish and Small) to an extended Cox's regression model, where the baseline function is allowed to be a predictable process.