Stochastic calculus as a tool in survival analysis: A review

DOI10.1016/0096-3003(90)90079-IzbMath0706.62023MaRDI QIDQ5899913

Klaus J. Utikal, Ian W. McKeague

Publication date: 1990

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(90)90079-i

zbMATH Keywords

survey; survival analysis; Kaplan-Meier estimator; goodness-of-fit test; Nelson-Aalen estimator; Aalen's additive-risk model; Cox's proportional-hazards model; martingale central limit theory; associated counting process; censoring process; risk problems

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62P10: Applications of statistics to biology and medical sciences; meta analysis

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

62F05: Asymptotic properties of parametric tests

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Martingales without tears, An inference procedure for a simple epidemic model: A martingale approach, Identifying nonlinear covariate effects in semimartingale regression models, Efficient estimation in a nonlinear counting-process regression model

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