Inference for a nonlinear counting process regression model (Q2641052): Difference between revisions
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Revision as of 23:43, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for a nonlinear counting process regression model |
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Inference for a nonlinear counting process regression model (English)
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1990
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Asymptotic properties for a class of estimators of conditional hazard functions are derived. The phenomenon is modelled as a multivariate counting process with intensity factored as the product of a covariance process and an indicator of the risk condition. Martingale convergence techniques are used and the results obtained extended to continuous semimartingales. The approach is shown to apply to general jump processes.
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asymptotic stability assumptions
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recurrent failures
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nonparametric counting process regression model
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illness-death process with duration dependence
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age-dependent birth and death processes
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censored survival data
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semi-Markov processes
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martingale central limit theorem
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estimators of conditional hazard functions
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multivariate counting process
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covariance process
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Martingale convergence techniques
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continuous semimartingales
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general jump processes
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