Understanding Cox's Regression Model: A Martingale Approach
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 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.