Maximum Likelihood Estimation in the Multiplicative Intensity Model: A Survey

DOI10.2307/1403102MaRDI QIDQ3675338zbMATH OpenOpenAlexFDO

Authors Martin Jacobsen

Publication date 1984

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403102

zbMATH Keywords

Aalen estimatorcensored survival dataCox regression modelgeneralized maximum likelihood estimatorKaplan-Meier estimatormultiple point processmultiplicative intensity modelpathspoint processes on the linepoint processes with multiple pointsPoisson processessurveytopological extension

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)

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