The proportional hazards regression model with staggered entries: A strong martingale approach

Murray D. Burke and Dandong Feng

Stochastic Processes and their Applications, 2006, vol. 116, issue 8, 1195-1214

Abstract: The proportional hazards regression model, when subjects enter the study in a staggered fashion, is studied. A strong martingale approach is used to model the two-time parameter counting processes. It is shown that well-known univariate results such as weak convergence and martingale inequalities can be extended to this two-dimensional model. Strong martingale theory is also used to prove weight convergence of a general weighted goodness-of-fit process and its weighted bootstrap counterpart.

Keywords: Staggered; entries; Strong; martingales; Proportional; hazards; regression; models (search for similar items in EconPapers)
Date: 2006
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