Stochastic calculus as a tool in survival analysis: A review

DOI10.1016/0096-3003(90)90079-IzbMath0706.62023OpenAlexW4250613610MaRDI QIDQ5899913

Klaus J. Utikal, Ian W. McKeague

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)90079-i

zbMATH Keywords

surveysurvival analysisKaplan-Meier estimatorgoodness-of-fit testNelson-Aalen estimatorAalen's additive-risk modelCox's proportional-hazards modelmartingale central limit theoryassociated counting processcensoring processrisk problems

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic properties of parametric tests (62F05)

Related Items (4)

Efficient estimation in a nonlinear counting-process regression model ⋮ Martingales without tears ⋮ An inference procedure for a simple epidemic model: A martingale approach ⋮ Identifying nonlinear covariate effects in semimartingale regression models

Cites Work

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• Kaplan-Meier estimate on the plane
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• The product-limit estimator and the bootstrap: Some asymptotic representations
• 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)
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