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子集选择概率的高效计算及其在Cox回归中的应用
An efficient method is presented to compute the probability of selection of a specified subset from the set of all subsets of a fixed size where the subsets are taken from a population whose units have varying individual probabilities of selection. The problem is motivated by the computation of the exact marginal likelihood for the Cox proportional hazards model.
子集选择概率的高效计算及其在Cox回归中的应用
SUMMARY An efficient method is presented to compute the probability of selection of a specified subset from the set of all subsets of a fixed size where the subsets are taken from a population whose units have varying individual probabilities of selection. The problem is motivated by the computation of the exact marginal likelihood for the Cox proportional hazards model.
《基于金融市场数据的结构参数广义矩估计量的统计性质》评论（Delong）
David M. Delong, [Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data]: Comment, Journal of Business & Economic Statistics, Vol. 4, No. 4 (Oct., 1986), pp. 417-418