E-Book, Englisch, 464 Seiten, E-Book
E-Book, Englisch, 464 Seiten, E-Book
Reihe: Wiley Series in Probability and Statistics
ISBN: 978-1-118-15066-5
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
"The book is a valuable completion of the literature in this field.It is written in an ambitious mathematical style and can berecommended to statisticians as well as biostatisticians."
-Biometrische Zeitschrift
"Not many books manage to combine convincingly topics fromprobability theory over mathematical statistics to appliedstatistics. This is one of them. The book has other strong pointsto recommend it: it is written with meticulous care, in a lucidstyle, general results being illustrated by examples fromstatistical theory and practice, and a bunch of exercises serve tofurther elucidate and elaborate on the text."
-Mathematical Reviews
"This book gives a thorough introduction to martingale and countingprocess methods in survival analysis thereby filling a gap in theliterature."
-Zentralblatt für Mathematik und ihre Grenzgebiete/MathematicsAbstracts
"The authors have performed a valuable service to researchers inproviding this material in [a] self-contained and accessible form.. . This text [is] essential reading for the probabilist ormathematical statistician working in the area of survivalanalysis."
-Short Book Reviews, International Statistical Institute
Counting Processes and Survival Analysis explores the martingaleapproach to the statistical analysis of counting processes, with anemphasis on the application of those methods to censored failuretime data. This approach has proven remarkably successful inyielding results about statistical methods for many problemsarising in censored data. A thorough treatment of the calculus ofmartingales as well as the most important applications of thesemethods to censored data is offered. Additionally, the bookexamines classical problems in asymptotic distribution theory forcounting process methods and newer methods for graphical analysisand diagnostics of censored data. Exercises are included to providepractice in applying martingale methods and insight into thecalculus itself.
Autoren/Hrsg.
Weitere Infos & Material
Preface.
0. The Applied Setting.
1. The Counting Process and Martingale Framework.
2. Local Square Integrable Martingales.
3. Finite Sample Moments and Large Sample Consistency of Testsand Estimators.
4. Censored Data Regression Models and Their Application.
5. Martingale Central Limit Theorem.
6. Large Sample results of the Kaplan-Meier Estimator.
7. Weighted Logrank Statistics.
8. Distribution Theory for Proportional Hazards Regression.
Appendix A: Some Results from stieltjes Integration andProbability Theory.
Appendix B: An Introduction to Weak convergence.
Appendix C: The Martingale Central Limit Theorem: SomePreliminaries.
Appendix D: Data.
Appendix E: Exercises.
Bibliography.
Notation.
Author Index.
Subject Index.