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)

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

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