Right Censoring and Martingale Methods for Failure Time Data
Jacobsen, Martin
Ann. Statist., Tome 17 (1989) no. 1, p. 1133-1156 / Harvested from Project Euclid
Statistical models are considered for (partial) observation of independent, identically distributed failure times, subjected to censoring from the right. A minimal class of censoring patterns is determined under the assumption that the failure intensities are as they would have been without censoring. This class is then used to discuss the statistical models for right censored survival data, where, e.g., the Kaplan-Meier estimator exploits all available information about the failure time distribution. The counting process description of survival data is used throughout.
Publié le : 1989-09-14
Classification:  Survival analysis,  counting process,  intensity process,  multiplicative intensity model,  martingale estimator,  62G05,  62M09,  60G55
@article{1176347260,
     author = {Jacobsen, Martin},
     title = {Right Censoring and Martingale Methods for Failure Time Data},
     journal = {Ann. Statist.},
     volume = {17},
     number = {1},
     year = {1989},
     pages = { 1133-1156},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176347260}
}
Jacobsen, Martin. Right Censoring and Martingale Methods for Failure Time Data. Ann. Statist., Tome 17 (1989) no. 1, pp.  1133-1156. http://gdmltest.u-ga.fr/item/1176347260/