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Author: Per K. Andersen Publisher: Springer Science & Business Media ISBN: 1461243483 Category : Mathematics Languages : en Pages : 779
Book Description
Modern survival analysis and more general event history analysis may be effectively handled within the mathematical framework of counting processes. This book presents this theory, which has been the subject of intense research activity over the past 15 years. The exposition of the theory is integrated with careful presentation of many practical examples, drawn almost exclusively from the authors'own experience, with detailed numerical and graphical illustrations. Although Statistical Models Based on Counting Processes may be viewed as a research monograph for mathematical statisticians and biostatisticians, almost all the methods are given in concrete detail for use in practice by other mathematically oriented researchers studying event histories (demographers, econometricians, epidemiologists, actuarial mathematicians, reliability engineers and biologists). Much of the material has so far only been available in the journal literature (if at all), and so a wide variety of researchers will find this an invaluable survey of the subject.
Author: Per K. Andersen Publisher: Springer Science & Business Media ISBN: 1461243483 Category : Mathematics Languages : en Pages : 779
Book Description
Modern survival analysis and more general event history analysis may be effectively handled within the mathematical framework of counting processes. This book presents this theory, which has been the subject of intense research activity over the past 15 years. The exposition of the theory is integrated with careful presentation of many practical examples, drawn almost exclusively from the authors'own experience, with detailed numerical and graphical illustrations. Although Statistical Models Based on Counting Processes may be viewed as a research monograph for mathematical statisticians and biostatisticians, almost all the methods are given in concrete detail for use in practice by other mathematically oriented researchers studying event histories (demographers, econometricians, epidemiologists, actuarial mathematicians, reliability engineers and biologists). Much of the material has so far only been available in the journal literature (if at all), and so a wide variety of researchers will find this an invaluable survey of the subject.
Author: Publisher: ISBN: 9787506238175 Category : Point processes Languages : en Pages : 767
Book Description
The aim of the book is to present a theory for handling such statistical problems, when observation is assumed to happen in continuous time. In most of the book, a minimum of assumptions are made(non- and semiparametric theory), although one chapter considers parametric models.
Author: M. Jacobsen Publisher: Springer Science & Business Media ISBN: 146846275X Category : Mathematics Languages : en Pages : 235
Book Description
A first version of these lecture notes was prepared for a course given in 1980 at the University of Copenhagen to a class of graduate students in mathematical statistics. A thorough revision has led to the result presented here. The main topic of the notes is the theory of multiplicative intens ity models for counting processes, first introduced by Odd Aalen in his Ph.D. thesis from Berkeley 1975, and in a subsequent fundamental paper in the Annals of Statistics 1978. In Copenhagen the interest in statistics on counting processes was sparked by a visit by Odd Aalen in 1976. At present the activities here are centered around Niels Keiding and his group at the Statistical Re search Unit. The Aalen theory is a fine example of how advanced probability theory may be used to develop a povlerful, and for applications very re levant, statistical technique. Aalen's work relies quite heavily on the 'theorie generale des processus' developed primarily by the French school of probability the ory. But the general theory aims at much more general and profound re sults, than what is required to deal with objects of such a relatively simple structure as counting processes on the line. Since also this process theory is virtually inaccessible to non-probabilists, it would appear useful to have an account of what Aalen has done, that includes exactly the amount of probability required to deal satisfactorily and rigorously with statistical models for counting processes.
Author: Odd Aalen Publisher: Springer Science & Business Media ISBN: 038768560X Category : Mathematics Languages : en Pages : 550
Book Description
The aim of this book is to bridge the gap between standard textbook models and a range of models where the dynamic structure of the data manifests itself fully. The common denominator of such models is stochastic processes. The authors show how counting processes, martingales, and stochastic integrals fit very nicely with censored data. Beginning with standard analyses such as Kaplan-Meier plots and Cox regression, the presentation progresses to the additive hazard model and recurrent event data. Stochastic processes are also used as natural models for individual frailty; they allow sensible interpretations of a number of surprising artifacts seen in population data. The stochastic process framework is naturally connected to causality. The authors show how dynamic path analyses can incorporate many modern causality ideas in a framework that takes the time aspect seriously. To make the material accessible to the reader, a large number of practical examples, mainly from medicine, are developed in detail. Stochastic processes are introduced in an intuitive and non-technical manner. The book is aimed at investigators who use event history methods and want a better understanding of the statistical concepts. It is suitable as a textbook for graduate courses in statistics and biostatistics.
Author: Thomas R. Fleming Publisher: John Wiley & Sons ISBN: 111815066X Category : Mathematics Languages : en Pages : 454
Book Description
The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "The book is a valuable completion of the literature in this field. It is written in an ambitious mathematical style and can be recommended to statisticians as well as biostatisticians." -Biometrische Zeitschrift "Not many books manage to combine convincingly topics from probability theory over mathematical statistics to applied statistics. This is one of them. The book has other strong points to recommend it: it is written with meticulous care, in a lucid style, general results being illustrated by examples from statistical theory and practice, and a bunch of exercises serve to further elucidate and elaborate on the text." -Mathematical Reviews "This book gives a thorough introduction to martingale and counting process methods in survival analysis thereby filling a gap in the literature." -Zentralblatt für Mathematik und ihre Grenzgebiete/Mathematics Abstracts "The authors have performed a valuable service to researchers in providing this material in [a] self-contained and accessible form. . . This text [is] essential reading for the probabilist or mathematical statistician working in the area of survival analysis." -Short Book Reviews, International Statistical Institute Counting Processes and Survival Analysis explores the martingale approach to the statistical analysis of counting processes, with an emphasis on the application of those methods to censored failure time data. This approach has proven remarkably successful in yielding results about statistical methods for many problems arising in censored data. A thorough treatment of the calculus of martingales as well as the most important applications of these methods to censored data is offered. Additionally, the book examines classical problems in asymptotic distribution theory for counting process methods and newer methods for graphical analysis and diagnostics of censored data. Exercises are included to provide practice in applying martingale methods and insight into the calculus itself.
Author: T.J. Hastie Publisher: Routledge ISBN: 1351414224 Category : Mathematics Languages : en Pages : 542
Book Description
Statistical Models in S extends the S language to fit and analyze a variety of statistical models, including analysis of variance, generalized linear models, additive models, local regression, and tree-based models. The contributions of the ten authors-most of whom work in the statistics research department at AT&T Bell Laboratories-represent results of research in both the computational and statistical aspects of modeling data.
Author: Sadanori Konishi Publisher: Springer Science & Business Media ISBN: 0387718869 Category : Business & Economics Languages : en Pages : 282
Book Description
Statistical modeling is a critical tool in scientific research. This book provides comprehensive explanations of the concepts and philosophy of statistical modeling, together with a wide range of practical and numerical examples. The authors expect this work to be of great value not just to statisticians but also to researchers and practitioners in various fields of research such as information science, computer science, engineering, bioinformatics, economics, marketing and environmental science. It’s a crucial area of study, as statistical models are used to understand phenomena with uncertainty and to determine the structure of complex systems. They’re also used to control such systems, as well as to make reliable predictions in various natural and social science fields.
Author: Per K. Andersen
Author: Per K. Andersen
Author: PK. Andersen
Author: Ørnulf Borgan
Author: 
Author: M. Jacobsen
Author: Per Kragh Andersen
Author: Odd Aalen
Author: Thomas R. Fleming
Author: T.J. Hastie
Author: Sadanori Konishi