Testing transition probability matrix of a multi-state model with censored data
DOI10.1007/S10985-007-9056-YzbMATH Open1147.62086OpenAlexW2044609781WikidataQ31129640 ScholiaQ31129640MaRDI QIDQ953252FDOQ953252
Authors: Prabhanjan N. Tattar, H. Jalikop Vaman
Publication date: 17 November 2008
Published in: Lifetime Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10985-007-9056-y
Recommendations
- The \(k\)-sample problem in a multi-state model and testing transition probability matrices
- Nonparametric tests for transition probabilities in nonhomogeneous Markov processes
- Bootstrap test of hypothesis for the multi-state models in survival analysis
- Methods for checking the Markov condition in multi-state survival data
- Transition probability estimates for non-Markov multi-state models
Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Applications of statistics to biology and medical sciences; meta analysis (62P10) Asymptotic distribution theory in statistics (62E20) Markov processes: hypothesis testing (62M02) Testing in survival analysis and censored data (62N03)
Cites Work
- Title not available (Why is that?)
- Analysis of multivariate survival data
- Title not available (Why is that?)
- Statistical models based on counting processes
- A consistent estimator for the distribution of quality adjusted survival time
- The Analysis of Panel Data Under a Markov Assumption
- Semi-Markov models for partially censored data
- Flowgraph Models for Multistate Time‐to‐Event Data
- Testing equality of survival functions of quality-adjusted lifetime
- Bootstrap and Bayesian bootstrap clones for censored Markov chains
- A Quality-of-Life-Oriented Endpoint for Comparing Therapies
- Nonparametric estimation of partial transition probabilities in multiple decrement models
- Goodness-of-fit tests for semi-Markov and Markov survival models with one intermediate state
- Covariate adjustment of event histories estimated from Markov chains: the additive approach
- ASYMPTOTIC PROPERTIES OF AALEN-JOHANSEN INTEGRALS FOR COMPETING RISKS DATA
Cited In (6)
- Extension of the Harrington-Fleming tests to multistate models
- Nonparametric tests for transition probabilities in nonhomogeneous Markov processes
- Confirmatory adaptive group sequential designs for single‐arm phase II studies with multiple time‐to‐event endpoints
- Bootstrap test of hypothesis for the multi-state models in survival analysis
- Methods for checking the Markov condition in multi-state survival data
- The \(k\)-sample problem in a multi-state model and testing transition probability matrices
This page was built for publication: Testing transition probability matrix of a multi-state model with censored data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q953252)