Asymptotic distribution results in competing risks estimation
DOI10.1214/AOS/1176344311zbMATH Open0405.62071OpenAlexW1996280896MaRDI QIDQ1257321FDOQ1257321
Authors: Thomas Fleming
Publication date: 1978
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344311
Asymptotic DistributionWeak ConvergenceCompeting Risks EstimationCovariance StructureEstimation Of Biometric FunctionsFinite State SpaceIndependent Gaussian ProcessesLimiting ProcessNonparametric EstimateTime-Continuous Nonhomogeneous Markov Process
Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99) Reliability and life testing (62N05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Asymptotic distribution theory in statistics (62E20) Limit theorems in probability theory (60F99) Continuous-time Markov processes on discrete state spaces (60J27)
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- Estimation of integrated transition hazards and stage occupation probabilities for non-Markov systems under dependent censoring
- Bootstrap and Bayesian bootstrap clones for censored Markov chains
- Estimation for discrete time nonhomogeneous Markov chains
- Covariate adjustment of event histories estimated from Markov chains: the additive approach
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- Bayesian Bootstrap Clones for Censored Markov Chains
- Validity of the Aalen-Johansen estimators of stage occupation probabilities and Nelson-Aalen estimators of integrated transition hazards for non-Markov models
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