Maximum Likelihood Estimation in the Multiplicative Intensity Model: A Survey

DOI10.2307/1403102zbMath0562.62039OpenAlexW2324750347MaRDI QIDQ3675338

Martin Jacobsen

Publication date: 1984

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403102

zbMATH Keywords

surveypathsKaplan-Meier estimatorPoisson processesmultiplicative intensity modelgeneralized maximum likelihood estimatorcensored survival dataCox regression modelAalen estimatortopological extensionmultiple point processpoint processes on the linepoint processes with multiple points

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

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COX REGRESSION; TIES WITHOUT TEARS ⋮ Optimal estimation for the functional Cox model ⋮ Semiparametric Inference for the Functional Cox Model ⋮ Fifty years with the Cox proportional hazards regression model ⋮ Asymptotic linear expansion of profile likelihood in the Cox mode ⋮ Optimal nonparametric estimation for some semimartingale stochastic differential equations ⋮ Optimal nonparametric estimation for some semimartingale stochastic differential equations ⋮ Survival Analysis in Clinical Trials: Past Developments and Future Directions ⋮ Asymptotic theory for the Cox model with missing time-dependent covariate ⋮ Partial Partial Likelihood

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