A matrix-valued counting process with first-order interactive intensities
Pedroso de Lima, A. C. ; Sen, Pranab K.
Ann. Appl. Probab., Tome 7 (1997) no. 1, p. 494-507 / Harvested from Project Euclid
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A matrix-valued counting process that allows for modeling of multivariate failure-time data is presented. the inclusion of covariates in a Cox-type regression model is considered, and asymptotic properties of the estimates of regression parameters appearing in the model are studied.
Publié le : 1997-05-14
Classification:  Multivariate failure-time,  martingale,  predictable process,  Cox-type regression model,  concomitant variables,  censoring,  maximum partial likelihood estimators,  62M99,  60G44,  60G55,  90B25 
@article{1034625341,
     author = {Pedroso de Lima, A. C. and Sen, Pranab K.},
     title = {A matrix-valued counting process with first-order interactive
		 intensities},
     journal = {Ann. Appl. Probab.},
     volume = {7},
     number = {1},
     year = {1997},
     pages = { 494-507},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1034625341}
}

Pedroso de Lima, A. C.; Sen, Pranab K. A matrix-valued counting process with first-order interactive
		 intensities. Ann. Appl. Probab., Tome 7 (1997) no. 1, pp.  494-507. http://gdmltest.u-ga.fr/item/1034625341/