Time-dependent coefficients in a multi-event model for survival analysis

DOI10.1016/S0378-3758(98)00157-8MaRDI QIDQ1298983zbMATH OpenOpenAlexFDO

Authors Antonio Carlos Pedroso-de-Lima, Pranab K. Sen

Publication date 17 June 2001

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(98)00157-8

zbMATH Keywords

Cox-type modelmatrix-valued counting processmultivariate failure-timessieves

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Inference from stochastic processes (62M99) Estimation in survival analysis and censored data (62N02)

Review text

In an earlier paper [Ann. Appl. Probab. 7, No. 2, 494-507 (1997; Zbl 0926.62099)] the authors proposed a matrix-valued counting process model to deal with multi-event problems in survival analysis, the intensity functions being unknown constants not depending on time. In the present paper they consider a more general case of time-dependent parameters. A sieve estimator based on the partial likelihood is proposed and its asymptotic properties are studied.

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Cites work

• A counting process approach to the regression analysis of grouped survival data
• A matrix-valued counting process with first-order interactive intensities
• Cox's regression model for counting processes: A large sample study
• scientific article; zbMATH DE number 1149166 (Why is no real title available?)
• scientific article; zbMATH DE number 3797051 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Nonparametric survival analysis with time-dependent covariate effects: A penalized partial likelihood approach
• Time-dependent coefficients in a Cox-type regression model

Cited in

(1)

• Smooth estimation of multivariate survival and density functions

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