Stochastic calculus as a tool in survival analysis : a review
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 23-49 |
| Journal / Publication | Applied Mathematics and Computation |
| Volume | 38 |
| Issue number | 1 |
| Publication status | Published - Jul 1990 |
| Externally published | Yes |
Link(s)
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.
Citation Format(s)
Stochastic calculus as a tool in survival analysis : a review. / McKeague, Ian W.; Utikal, Klaus J.
In: Applied Mathematics and Computation, Vol. 38, No. 1, 07.1990, p. 23-49.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
