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

DOI10.1214/aoap/1034625341zbMath0926.62099MaRDI 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

martingale; censoring; concomitant variables; predictable process; multivariate failure-time data; Cox-type regression model; maximum partial likelihood estimators

Mathematics Subject Classification ID

62M99: Inference from stochastic processes

60G44: Martingales with continuous parameter

62N05: Reliability and life testing

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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

Cites Work

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