Pages that link to "Item:Q4155576"
From MaRDI portal
The following pages link to Random time changes for multivariate counting processes (Q4155576):
Displaying 13 items.
- A contribution to the statistical theory of linear graduation (Q794128) (← links)
- The multivariate hazard construction (Q1091020) (← links)
- Estimating a parametric trend component in a continuous-time jump-type process (Q1103311) (← links)
- A note on the exponentiality of total hazards before failure (Q1112449) (← links)
- Random time change and an integral representation for marked stopping times (Q1123482) (← links)
- Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals (Q1283847) (← links)
- Special issue: Papers from the 7th Eugene Lukacs conference on Mathematical statistics and probability theory. Bowling Green State Univ., Bowling Green, OH, USA, April 25--27, 1997 (Q1298952) (← links)
- Properties of test statistics applied to residuals in failure time models (Q1298953) (← links)
- Transforming spatial point processes into Poisson processes (Q1593631) (← links)
- Local characteristics and tangency of vector-valued martingales (Q2208475) (← links)
- A general model in risk theory. An application of modern martingale theory. Part one: Theoretic foundations (Q3790513) (← links)
- Statistische Analyse des homogenen und des inhomogenen Poissonprozesses (Q3894837) (← links)
- Multivariate conditional hazard rate functions -- an overview (Q6574715) (← links)