A martingale residual diagnostic for longitudinal and recurrent event data
DOI10.1007/S10985-009-9129-1zbMATH Open1322.62207OpenAlexW2073029590WikidataQ33496167 ScholiaQ33496167MaRDI QIDQ746012FDOQ746012
Authors: Entisar Elgmati, Daniel Farewell, Robin Henderson 
Publication date: 15 October 2015
Published in: Lifetime Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10985-009-9129-1
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Applications of statistics to biology and medical sciences; meta analysis (62P10) Non-Markovian processes: hypothesis testing (62M07) Testing in survival analysis and censored data (62N03) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Cites Work
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- Statistical models based on counting processes
- Bootstrap procedures under some non-i.i.d. models
- Bootstrap, wild bootstrap, and asymptotic normality
- Joint modelling of longitudinal measurements and event time data
- Checking the Cox model with cumulative sums of martingale-based residuals
- Dynamic Analysis of Multivariate Failure Time Data
- Dynamic Analysis of Recurrent Event Data with Missing Observations, with Application to Infant Diarrhoea in Brazil
- On Inference in Parametric Survival Data Models
- Omnibus tests of the martingale assumption in the analysis of recurrent failure time data
Cited In (5)
- Weak convergence of the wild bootstrap for the Aalen-Johansen estimator of the cumulative incidence function of a competing risk
- A dynamic approach for reconstructing missing longitudinal data using the linear increments model
- Standardized martingale residuals applied to grouped left truncated observations of dementia cases
- Specification diagnostics for duration models. A martingale approach
- A Khmaladze-transformed test of fit with ML estimation in the presence of recurrent events
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