An $E$-Ancillarity Projection Property of Cox's Partial Score Function
本文证明Cox偏得分函数是得分函数在局部E-辅助子空间上的投影，适用于基线函数为可预测过程的扩展Cox回归模型，对统计推断理论有贡献。
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.