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September, 1991 An $E$-Ancillarity Projection Property of Cox's Partial Score Function
I.-Shou Chang, Chao A. Hsiung
Ann. Statist. 19(3): 1651-1660 (September, 1991). DOI: 10.1214/aos/1176348268


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.


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I.-Shou Chang. Chao A. Hsiung. "An $E$-Ancillarity Projection Property of Cox's Partial Score Function." Ann. Statist. 19 (3) 1651 - 1660, September, 1991.


Published: September, 1991
First available in Project Euclid: 12 April 2007

zbMATH: 0741.62002
MathSciNet: MR1126344
Digital Object Identifier: 10.1214/aos/1176348268

Primary: 62A99
Secondary: 62B99 , 62J99 , 62M99

Keywords: ancillarity , completeness , Cox's partial score function , Inference functions , nuisance parameter , score function , sufficiency

Rights: Copyright © 1991 Institute of Mathematical Statistics

Vol.19 • No. 3 • September, 1991
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