Maximum Likelihood Estimation in the Multiplicative Intensity Model: A Survey

DOI10.2307/1403102zbMath0562.62039MaRDI QIDQ3675338

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

survey; paths; Kaplan-Meier estimator; Poisson processes; multiplicative intensity model; generalized maximum likelihood estimator; censored survival data; Cox regression model; Aalen estimator; topological extension; multiple point process; point processes on the line; point processes with multiple points

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62M09: Non-Markovian processes: estimation

62M05: Markov processes: estimation; hidden Markov models

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