Nonparametric estimation of the integrated intensity of an unobservable transition in a Markov illness-death process

J. Mau

Stochastic Processes and their Applications, 1986, vol. 21, issue 2, 275-289

Abstract: The transition between the two transient states in a nonhomogeneous Markov illness-death process is assumed to be unobservable. Information can only be collected directly about transitions to absorbing states and, by an appropriate experimental design, through premature discontinuation of observation of a nonabsorbed process. A nonparametric estimator of the cumulative intensity of the unobservable transition is proposed which is strongly consistent and asymptotically unbiased. An approximate variance is stated.

Keywords: point; process; partial; observation; censoring; cross-sectional; and; longitudinal; data (search for similar items in EconPapers)
Date: 1986
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