Statistical Models Based On Counting Processes

Author : Per K. Andersen,Ornulf Borgan,Richard D. Gill,Niels Keiding
Publisher : Springer Science & Business Media
Page : 779 pages
File Size : 45,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461243489

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Statistical Models Based on Counting Processes by Per K. Andersen,Ornulf Borgan,Richard D. Gill,Niels Keiding Pdf

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 : Anonim
Publisher : Unknown
Page : 767 pages
File Size : 51,5 Mb
Release : 1998
Category : Point processes
ISBN : 7506238179

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基于计数过程的统计模型 by Anonim Pdf

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 : Ørnulf Borgan,O. Borgan,Per Kragh Andersen,Richard D. Gill,Niels Keiding
Publisher : Unknown
Page : 767 pages
File Size : 51,8 Mb
Release : 1995
Category : Electronic
ISBN : 3540945199

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Statistical Models Based on Counting Processes by Ørnulf Borgan,O. Borgan,Per Kragh Andersen,Richard D. Gill,Niels Keiding Pdf

Author : M. Jacobsen
Publisher : Springer Science & Business Media
Page : 235 pages
File Size : 50,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781468462753

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Statistical Analysis of Counting Processes by M. Jacobsen Pdf

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 : Thomas R. Fleming,David P. Harrington
Publisher : John Wiley & Sons
Page : 454 pages
File Size : 51,7 Mb
Release : 2011-09-20
Category : Mathematics
ISBN : 9781118150665

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Counting Processes and Survival Analysis by Thomas R. Fleming,David P. Harrington Pdf

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 : Odd Aalen,Ornulf Borgan,Hakon Gjessing
Publisher : Springer Science & Business Media
Page : 550 pages
File Size : 54,6 Mb
Release : 2008-09-16
Category : Mathematics
ISBN : 9780387685601

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Survival and Event History Analysis by Odd Aalen,Ornulf Borgan,Hakon Gjessing Pdf

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 : Jerald F. Lawless
Publisher : John Wiley & Sons
Page : 662 pages
File Size : 53,7 Mb
Release : 2011-01-25
Category : Mathematics
ISBN : 9781118031254

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Statistical Models and Methods for Lifetime Data by Jerald F. Lawless Pdf

Praise for the First Edition "An indispensable addition to any serious collection on lifetime data analysis and . . . a valuable contribution to the statistical literature. Highly recommended . . ." -Choice "This is an important book, which will appeal to statisticians working on survival analysis problems." -Biometrics "A thorough, unified treatment of statistical models and methods used in the analysis of lifetime data . . . this is a highly competent and agreeable statistical textbook." -Statistics in Medicine The statistical analysis of lifetime or response time data is a key tool in engineering, medicine, and many other scientific and technological areas. This book provides a unified treatment of the models and statistical methods used to analyze lifetime data. Equally useful as a reference for individuals interested in the analysis of lifetime data and as a text for advanced students, Statistical Models and Methods for Lifetime Data, Second Edition provides broad coverage of the area without concentrating on any single field of application. Extensive illustrations and examples drawn from engineering and the biomedical sciences provide readers with a clear understanding of key concepts. New and expanded coverage in this edition includes: * Observation schemes for lifetime data * Multiple failure modes * Counting process-martingale tools * Both special lifetime data and general optimization software * Mixture models * Treatment of interval-censored and truncated data * Multivariate lifetimes and event history models * Resampling and simulation methodology

Author : W. Klonecki,A. Kozek,J. Rosinski
Publisher : Springer Science & Business Media
Page : 396 pages
File Size : 49,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461573975

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Mathematical Statistics and Probability Theory by W. Klonecki,A. Kozek,J. Rosinski Pdf

Since 1972 the Institute of Mathematics and the Committee of Mathematics of the Polish Academy of Sciences organize annually con ferences on mathematical statistics in Wisla. The 1978 conference, supported also by the University of Wroclaw,was held in Wisla from December 7 to December 13 and attended by around 100 participants from 11 countries. K. Urbanik, Rector of the University of Wroclaw, was the honorary chairman of the conference. Traditionally at these conferences there are presented results on mathematical statistics and related fields obtained in Poland during the year of the conference as well as results presented by invited scholars from other countries. In 1978 invitations to present talks were accepted by 20 e~inent statisticians and probabilists. The topics of the invited lectures and contributed papers included theoretical statistics with a broad cover of the theory of linear models, inferences from stochastic processes, probability theory and applications to biology and medicine. In these notes there appear papers submitted by 30 participants of the conference. During the conference, on December 9, there was held a special session of the Polish Mathematical Society on the occasion of elect ing Professor Jerzy Neyman the honorary member of the Polish Mathematical Society. At this session W. Orlicz, president of the Polish Mathematical Society, K.Krickeberg,president of the Bernoulli Society. R. Bartoszynski and K. Doksum gave talks on Neyman IS con tribution to statistics, his organizational achievements in the U.S.

Author : Alexander Luhm
Publisher : Herbert Utz Verlag
Page : 184 pages
File Size : 53,9 Mb
Release : 1999
Category : Electronic
ISBN : 3896755900

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Semiparametric Inference for Regression Models Based on Marked Point Processes by Alexander Luhm Pdf

Author : Terry M. Therneau,Patricia M. Grambsch
Publisher : Springer Science & Business Media
Page : 356 pages
File Size : 51,9 Mb
Release : 2013-11-11
Category : Mathematics
ISBN : 9781475732948

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Modeling Survival Data: Extending the Cox Model by Terry M. Therneau,Patricia M. Grambsch Pdf

This book is for statistical practitioners, particularly those who design and analyze studies for survival and event history data. Building on recent developments motivated by counting process and martingale theory, it shows the reader how to extend the Cox model to analyze multiple/correlated event data using marginal and random effects. The focus is on actual data examples, the analysis and interpretation of results, and computation. The book shows how these new methods can be implemented in SAS and S-Plus, including computer code, worked examples, and data sets.

Author : Michael H. Kutner
Publisher : McGraw-Hill Education
Page : 1396 pages
File Size : 41,5 Mb
Release : 2005
Category : Analysis of variance
ISBN : 0071122214

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Applied Linear Statistical Models by Michael H. Kutner Pdf

Applied Linear Statistical Models 5e is the long established leading authoritative text and reference on statistical modeling. For students in most any discipline where statistical analysis or interpretation is used, ALSM serves as the standard work. The text includes brief introductory and review material, and then proceeds through regression and modeling for the first half, and through ANOVA and Experimental Design in the second half. All topics are presented in a precise and clear style supported with solved examples, numbered formulae, graphic illustrations, and "Notes" to provide depth and statistical accuracy and precision. Applications used within the text and the hallmark problems, exercises, and projects are drawn from virtually all disciplines and fields providing motivation for students in virtually any college. The Fifth edition provides an increased use of computing and graphical analysis throughout, without sacrificing concepts or rigor. In general, the 5e uses larger data sets in examples and exercises, and where methods can be automated within software without loss of understanding, it is so done.

Author : Ludwig Fahrmeir,Gerhard Tutz
Publisher : Springer Science & Business Media
Page : 537 pages
File Size : 40,7 Mb
Release : 2013-03-14
Category : Mathematics
ISBN : 9781475734546

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Multivariate Statistical Modelling Based on Generalized Linear Models by Ludwig Fahrmeir,Gerhard Tutz Pdf

The book is aimed at applied statisticians, graduate students of statistics, and students and researchers with a strong interest in statistics and data analysis. This second edition is extensively revised, especially those sections relating with Bayesian concepts.

Author : Min Xie,Thong Ngee Goh,Vellaisamy Kuralmani
Publisher : Springer Science & Business Media
Page : 282 pages
File Size : 51,6 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9781461510154

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Statistical Models and Control Charts for High-Quality Processes by Min Xie,Thong Ngee Goh,Vellaisamy Kuralmani Pdf

Control charts are widely used in industry to monitor processes that are far from Zero-Defect (ZD), and their use in a near Zero-Defect manufacturing environment poses many problems. This book presents techniques of using control charts for high-quality processes, and some recent findings and applications of statistical control chart techniques for ZD processes are presented. A powerful technique based on counting of the cumulative conforming (CCC) items between two nonconforming ones is discussed in detail. Extensions of the CCC chart are described, as well as applications of cumulative sum and exponentially weighted moving average techniques to CCC-related data, multivariate methods, economic design of control chart procedures, and modeling and analysis of trended but regularly adjusted processes. Many examples, charts, and procedures, are presented throughout the book, and references are provided for those interested in exploring the details. A number of questions and issues are posed for further investigations. Researchers and students may find many ideas in this book useful in their academic work, as a foundation is laid for the exploration of many further theoretical and practical issues.

Author : Richard J. Cook,Jerald Lawless
Publisher : Springer Science & Business Media
Page : 415 pages
File Size : 45,6 Mb
Release : 2007-08-02
Category : Medical
ISBN : 9780387698090

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The Statistical Analysis of Recurrent Events by Richard J. Cook,Jerald Lawless Pdf

This book presents models and statistical methods for the analysis of recurrent event data. The authors provide broad, detailed coverage of the major approaches to analysis, while emphasizing the modeling assumptions that they are based on. More general intensity-based models are also considered, as well as simpler models that focus on rate or mean functions. Parametric, nonparametric and semiparametric methodologies are all covered, with procedures for estimation, testing and model checking.

Author : John D. Kalbfleisch,Ross L. Prentice
Publisher : John Wiley & Sons
Page : 462 pages
File Size : 44,9 Mb
Release : 2011-01-25
Category : Mathematics
ISBN : 9781118031230

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The Statistical Analysis of Failure Time Data by John D. Kalbfleisch,Ross L. Prentice Pdf

Contains additional discussion and examples on left truncationas well as material on more general censoring and truncationpatterns. Introduces the martingale and counting process formulation swillbe in a new chapter. Develops multivariate failure time data in a separate chapterand extends the material on Markov and semi Markovformulations. Presents new examples and applications of data analysis.