Statistical models based on counting processes (Q5917666): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 13:40, 1 February 2024
scientific article; zbMATH DE number 785423
Language | Label | Description | Also known as |
---|---|---|---|
English | Statistical models based on counting processes |
scientific article; zbMATH DE number 785423 |
Statements
Statistical models based on counting processes (English)
0 references
15 August 1995
0 references
The book is devoted to mathematical theory of event history analysis (or of generalized survival analysis). Most of the results presented here were available only in the journal literature. The theory is built for observations recorded in continuous time. Very often the data are incomplete because of right-censoring, left-censoring, or both. The authors use modern mathematical tools (martingales, product-integration, contiguity, local asymptotic normality) for presentation and analysis of the models. Although precise definitions and statements (and sometimes also an informal explanation) are given, the book cannot be considered as a textbook. The results are illustrated on numerical examples coming almost exclusively from biostatistical experience of the authors. The examples concern survival with malignant melanoma, mortality of diabetics, suicides, software reliability, and other topics. The chapters of the book are: I. Introduction; II. The mathematical background; III. Model specification and censoring; IV. Nonparametric estimation; V. Nonparametric hypothesis testing; VI. Parametric models; VII. Regression models; VIII. Asymptotic efficiency; IX. Frailty models; X. Multivariate time scales. This impressive monograph will become a standard reference book in generalized survival analysis. The authors also indicate some recent lines of research. The book can be recommended to mathematically oriented specialists in this area, especially to biostatisticians or reliability engineers, and to postgraduate students.
0 references
Kaplan-Meier estimator
0 references
stopping times
0 references
survival analysis
0 references
numerical examples
0 references
reliability
0 references