Statistical Models Based on Counting Processes
(Sprache: Englisch)
Much of the material has so far only been available in the journal literature (if at all), and a wide variety of researchers will find this an invaluable survey of the subject.
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Produktinformationen zu „Statistical Models Based on Counting Processes “
Much of the material has so far only been available in the journal literature (if at all), and a wide variety of researchers will find this an invaluable survey of the subject.
Klappentext zu „Statistical Models Based on Counting Processes “
Modern survival analysis and more general event history analysis may be effectively handled in the mathematical framework of counting processes, stochastic integration, martingale central limit theory and product integration. This book presents this theory, which has been the subject of an intense research activity during the past one-and-a-half decades. The exposition of the theory is integrated with the careful presentation of many practical examples, based almost exclusively on the authors' experience, with detailed numerical and graphical illustrations. Statistical Models Based on Counting Processes may be viewed as a research monograph for mathematical statisticians and biostatisticians, although almost all methods are given in sufficient detail to be used in practice by other mathematically oriented researchers studying event histories (demographers, econometricians, epidemiologists, actuarial mathematicians, reliability engineers, biologists).
Inhaltsverzeichnis zu „Statistical Models Based on Counting Processes “
- Introduction- The mathematical background
- Model specification and censoring
- Nonparametric estimation
- Nonparametric hypothesis testing
- Parametric models
- Regression models
- Asymptotic efficiency
- Frailty models
- Multivariate time scales
- Appendix: The melanoma survival data and standard mortality tables for the Danish population 1971-75.
Bibliographische Angaben
- Autoren: Per K. Andersen , Ornulf Borgan , Richard D. Gill
- 1996, Repr., 784 Seiten, 128 Abbildungen, Maße: 15,5 x 23,5 cm, Gebunden, Englisch
- Verlag: Springer, New York
- ISBN-10: 0387945199
- ISBN-13: 9780387945194
- Erscheinungsdatum: 20.12.1996
Sprache:
Englisch
Rezension zu „Statistical Models Based on Counting Processes “
"This book is a masterful account of the counting process approach...is certain to be the standard reference for the area, and should be on the bookshelf of anyone interested in event-history analysis." International Statistical Institute Short Book Reviews
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