scientific article
From MaRDI portal
DOI10.1007/978-3-031-05988-9_13zbMath1170.01364arXiv1003.0188MaRDI QIDQ3397659
Niels Keiding, Richard D. Gill, Per Kragh Andersen, Odd O. Aalen, Ørnulf Borgan
Publication date: 22 September 2009
Published in: The Splendors and Miseries of Martingales (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.0188
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Martingales with discrete parameter (60G42) History of mathematics in the 20th century (01A60) History of statistics (62-03) Martingales with continuous parameter (60G44) Estimation in survival analysis and censored data (62N02)
Related Items
Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes, Estimating the survival functions in a censored semi-competing risks model, Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes, Encounters with Martingales in Statistics and Stochastic Optimization, On a simple estimation of the proportional odds model under right truncation, Test martingales, Bayes factors and \(p\)-values, Statistical measures for workload capacity analysis, Discrimination measures for survival outcomes: Connection between the AUC and the predictiveness curve, Special issue dedicated to Odd O. Aalen, Matrices -- compensating the loss of anschauung
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Cox's regression model for counting processes: A large sample study
- A martingale approach to continuous-time marginal structural models
- Dynamic path analysis -- a new approach to analyzing time-dependent covariates
- Survival and event history analysis. A process point of view
- Statistical modeling of causal effects in continuous time
- Statistical analysis of counting processes
- A large sample study of Cox's regression model
- Nonparametric estimation of partial transition probabilities in multiple decrement models
- Nonparametric inference for a family of counting processes
- Nonparametric estimation for nonhomogeneous Markov processes in the problem of competing risks
- Asymptotic distribution results in competing risks estimation
- Right censoring and martingale methods for failure time data
- Analysis of multivariate survival data
- Dependent central limit theorems and invariance principles
- Dynamic regression models for survival data.
- Theory for the measurement of competing risks in animal experiments
- A survey of product-integration with a view toward application in survival analysis
- Martingale-based residuals for survival models
- An Extension of Cox's Regression Model
- Nonparametric Estimation from Incomplete Observations
- Residuals for relative risk regression
- Central limit theorems for local martingales
- Estimation of the time-dependent accelerated failure time model in the presence of confounding factors
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- Rank tests of maximal power against Lehmann-type alternatives
- Partial likelihood
- Weak convergence of stochastic integrals related to counting processes
- On distribution-free tests for equality of survival distributions
- Martingales on Jump Processes. I: Representation Results
- Martingales on Jump Processes. II: Applications
- Checking the Cox model with cumulative sums of martingale-based residuals
- Causal Reasoning from Longitudinal Data*
- Linear Nonparametric Tests for Comparison of Counting Processes, with Applications to Censored Survival Data, Correspondent Paper
- The Lindeberg-Levy Theorem for Martingales
- A generalized Wilcoxon test for comparing arbitrarily singly-censored samples
- Graphical Models for Composable Finite Markov Processes
- A generalized Kruskal-Wallis test for comparing K samples subject to unequal patterns of censorship
- Martingale Central Limit Theorems
- A Central Limit Theorem for a Class of Dependent Random Variables
- Statistical models based on counting processes
