Stochastic calculus as a tool in survival analysis : a review

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

View graph of relations

Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)155-181
Journal / PublicationApplied Mathematics and Computation
Volume39
Issue number3
Publication statusPublished - Oct 1990
Externally publishedYes

Abstract

This paper gives a brief survey of the uses of stochastic calculus in survival analysis. The role played by martingale central limit theory in deriving asymptotic distributions of estimators and test statistics is described. The Nelson-Aalen estimator, the Kaplan-Meier estimator, Cox's proportional-hazards model, Aalen's additive-risk model, and a goodness-of-fit test for Cox's model are discussed. Sketches of the proofs of the main results are included. © 1990.

Bibliographic Note

Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to lbscholars@cityu.edu.hk.