Stochastic calculus as a tool in survival analysis: A review

DOI10.1016/0096-3003(90)90007-PzbMATH Open0723.62025OpenAlexW2053829019MaRDI QIDQ5895396FDOQ5895396

Authors: 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

Recommendations

• Stochastic calculus as a tool in survival analysis: A review
• A stochastic frontier approach to survival analysis
• A stochastic filtering approach to survival analysis
• Computing survival probabilities based on stochastic differential models
• scientific article; zbMATH DE number 5961461
• scientific article; zbMATH DE number 3984231
• Life anuities with stochastic survival probabilities: A review
• Analytical survival analysis of the Ornstein-Uhlenbeck process

zbMATH Keywords

surveygoodness-of-fit testsurvival analysisKaplan-Meier estimatorNelson-Aalen estimatormartingale central limit theoryAalen's additive-risk modelCox's proportional-hazards model

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Non-Markovian processes: estimation (62M09) Central limit and other weak theorems (60F05)

Cites Work

• Title not available (Why is that?)
• Empirical distributions in selection bias models
• The product-limit estimator and the bootstrap: Some asymptotic representations
• Nonparametric Estimation from Incomplete Observations
• Partial likelihood
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Nonparametric estimation of a bivariate survival function in the presence of censoring
• Statistical models based on counting processes
• Generalized additive models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
• Estimating a distribution function with truncated data
• Central limit theorems for local martingales
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Cox's regression model for counting processes: A large sample study
• Kaplan-Meier estimate on the plane
• Large sample behaviour of the product-limit estimator on the whole line
• Nonparametric inference for a family of counting processes
• Uniform consistency of the kernel conditional Kaplan-Meier estimate
• Random truncation models and Markov processes
• Title not available (Why is that?)
• Bootstrapping the Kaplan-Meier Estimator
• Title not available (Why is that?)
• 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
• Smoothing counting process intensities by means of kernel functions
• Asymptotic properties of the product limit estimate under random truncation
• Title not available (Why is that?)
• Title not available (Why is that?)
• A heavy censoring limit theorem for the product limit estimator
• A large sample study of the life table and product limit estimates under random censorship
• Title not available (Why is that?)
• Strong consistency of a nonparametric estimator of the survival function with doubly censored data
• Title not available (Why is that?)
• Martingales and Stochastic Integrals
• Quelques applications de la formule de changement de variables pour les semimartingales
• Estimation for a semimartingale regression model using the method of sieves
• Statistical analysis of counting processes
• Right censoring and martingale methods for failure time data
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Title not available (Why is that?)
• Asymptotic distribution theory for Cox-type regression models with general relative risk form
• Chi-squared goodness-of-fit tests for the proportional hazards regression model
• The Law of Large Numbers for $D[0,1]$-Valued Random Variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• Demographic incidence rates and estimation of intensities with incomplete information
• Convergence rates for the bootstrapped product-limit process
• Identifying nonlinear covariate effects in semimartingale regression models
• Maximum likelihood estimation in the multiplicative intensity model via sieves
• Modelling the Relative and Absolute Risks of Radiation-Induced Cancers
• Title not available (Why is that?)
• Title not available (Why is that?)
• A counting process approach to the regression analysis of grouped survival data
• Book review of: F. Belzunce et al., An introduction to stochastic orders.
• A comparison of counting process models for complicated life histories

Cited In (6)

• A stochastic filtering approach to survival analysis
• Title not available (Why is that?)
• Stochastic calculus as a tool in survival analysis: A review
• A survey of product-integration with a view toward application in survival analysis
• Title not available (Why is that?)
• Efficiency of estimators for partially specified filtered models

This page was built for publication: Stochastic calculus as a tool in survival analysis: A review

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5895396)