理解Cox回归模型:鞅方法

Understanding Cox's Regression Model: A Martingale Approach

Journal of the American Statistical Association · 1984
被引 28
ABS 4

中文导读

本文非正式地讨论了如何利用鞅技术扩展Cox回归模型并推导其大样本性质,适合对生存分析或计量理论感兴趣的读者。

Abstract

Abstract An informal discussion is given of how martingale techniques can be used to extend Cox's regression model and to derive its large sample properties.

计量经济学统计学生存分析应用数学