An $E$-Ancillarity Projection Property of Cox's Partial Score Function
Chang, I.-Shou ; Hsiung, Chao A.
Ann. Statist., Tome 19 (1991) no. 1, p. 1651-1660 / Harvested from Project Euclid
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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.
Publié le : 1991-09-14
Classification:  Inference functions,  score function,  ancillarity,  sufficiency,  completeness,  nuisance parameter,  Cox's partial score function,  62A99,  62B99,  62J99,  62M99 
@article{1176348268,
     author = {Chang, I.-Shou and Hsiung, Chao A.},
     title = {An $E$-Ancillarity Projection Property of Cox's Partial Score Function},
     journal = {Ann. Statist.},
     volume = {19},
     number = {1},
     year = {1991},
     pages = { 1651-1660},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176348268}
}

Chang, I.-Shou; Hsiung, Chao A. An $E$-Ancillarity Projection Property of Cox's Partial Score Function. Ann. Statist., Tome 19 (1991) no. 1, pp.  1651-1660. http://gdmltest.u-ga.fr/item/1176348268/