A matrix-valued counting process with first-order interactive intensities

DOI10.1214/AOAP/1034625341zbMath0926.62099OpenAlexW1969214251MaRDI QIDQ1364400

Pranab Kumar Sen, Antonio Carlos Pedroso-de-Lima

Publication date: 5 May 1999

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1034625341

zbMATH Keywords

martingalecensoringconcomitant variablespredictable processmultivariate failure-time dataCox-type regression modelmaximum partial likelihood estimators

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Martingales with continuous parameter (60G44) Reliability and life testing (62N05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Multiple comparisons in interim analysis. ⋮ Time-dependent coefficients in a multi-event model for survival analysis ⋮ Smooth estimation of multivariate survival and density functions

Cites Work

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• Cox's regression model for counting processes: A large sample study
• Kaplan-Meier estimate on the plane
• Nonparametric inference for a family of counting processes
• A Continuous Bivariate Exponential Distribution
• Asymptotic normality ofr-estimates in the linear model
• Covariance and survivor function estimation using censored multivariate failure time data
• Estimating equations for hazard ratio parameters based on correlated failure time data
• Statistical models based on counting processes

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