A counting process approach to the regression analysis of grouped survival data

Ian W. McKeague

Stochastic Processes and their Applications, 1988, vol. 28, issue 2, 221-239

Abstract: A weighted least squares estimator is used to estimate the hazard functions in Aalen's additive risk model from grouped (and possibly censored) survival data. Counting process techniques are applied to derive a functional central limit theorem for the integrated estimator.

Keywords: multivariate; counting; processes; martingale; methods; censoring; weighted; least; squares; additive; risk; models; grouped; survival; data (search for similar items in EconPapers)
Date: 1988
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(88)90097-X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:28:y:1988:i:2:p:221-239

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().