Stochastic calculus as a tool in survival analysis: A review
DOI10.1016/0096-3003(90)90007-PzbMath0723.62025OpenAlexW2053829019MaRDI QIDQ5895396
Ian W. McKeague, Klaus J. Utikal
Publication date: 1990
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0096-3003(90)90007-p
surveysurvival analysisKaplan-Meier estimatorgoodness-of-fit testNelson-Aalen estimatorAalen's additive-risk modelCox's proportional-hazards modelmartingale central limit theory
Density estimation (62G07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonparametric estimation of a bivariate survival function in the presence of censoring
- Asymptotic distribution theory for Cox-type regression models with general relative risk form
- Cox's regression model for counting processes: A large sample study
- Smoothing counting process intensities by means of kernel functions
- Statistical analysis of counting processes
- Large sample behaviour of the product-limit estimator on the whole line
- Empirical distributions in selection bias models
- Demographic incidence rates and estimation of intensities with incomplete information
- A heavy censoring limit theorem for the product limit estimator
- Maximum likelihood estimation in the multiplicative intensity model via sieves
- Strong consistency of a nonparametric estimator of the survival function with doubly censored data
- Convergence rates for the bootstrapped product-limit process
- Generalized additive models
- Estimation for a semimartingale regression model using the method of sieves
- Kaplan-Meier estimate on the plane
- Asymptotic properties of the product limit estimate under random truncation
- A counting process approach to the regression analysis of grouped survival data
- Nonparametric inference for a family of counting processes
- Identifying nonlinear covariate effects in semimartingale regression models
- Uniform consistency of the kernel conditional Kaplan-Meier estimate
- Right censoring and martingale methods for failure time data
- A large sample study of the life table and product limit estimates under random censorship
- The product-limit estimator and the bootstrap: Some asymptotic representations
- Random truncation models and Markov processes
- An Introduction to Stochastic Orders, by Félix Belzunce, Carolina Martínez and Julio Mulero. Academic Press, Elsevier Ltd. 2016. Total number of pages: 157. ISBN: 978-0-12-803768-3 (Paperback)
- Nonparametric Estimation from Incomplete Observations
- Martingales and Stochastic Integrals
- Modelling the Relative and Absolute Risks of Radiation-Induced Cancers
- Bootstrapping the Kaplan-Meier Estimator
- Central limit theorems for local martingales
- Chi-squared goodness-of-fit tests for the proportional hazards regression model
- Partial likelihood
- A comparison of counting process models for complicated life histories
- Linear Nonparametric Tests for Comparison of Counting Processes, with Applications to Censored Survival Data, Correspondent Paper
- Nonparametric Estimation of a Survivorship Function with Doubly Censored Data
- Martingales and stochastic integrals for processes with a multi-dimensional parameter
- Quelques applications de la formule de changement de variables pour les semimartingales
- On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- The Law of Large Numbers for $D[0,1$-Valued Random Variables]
- Estimating a distribution function with truncated data
- Statistical models based on counting processes
This page was built for publication: Stochastic calculus as a tool in survival analysis: A review