Stochastic calculus as a tool in survival analysis: A review
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Publication:5899913
DOI10.1016/0096-3003(90)90079-IzbMath0706.62023MaRDI QIDQ5899913
Ian W. McKeague, Klaus J. Utikal
Publication date: 1990
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
survey; survival analysis; Kaplan-Meier estimator; goodness-of-fit test; Nelson-Aalen estimator; Aalen's additive-risk model; Cox's proportional-hazards model; martingale central limit theory; associated counting process; censoring process; risk problems
62F12: Asymptotic properties of parametric estimators
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62P10: Applications of statistics to biology and medical sciences; meta analysis
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
62F05: Asymptotic properties of parametric tests
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