Statistical Models Based on Counting Processes: STATISTICAL MODELS BASED ON CO

Paperback | December 20, 1996

byPER KRAGH ANDERSEN, Ornulf Borgan, Richard D. Gill

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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.

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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...

Format:PaperbackDimensions:795 pages, 9.25 × 6.1 × 0.27 inPublished:December 20, 1996Publisher:Springer New York

The following ISBNs are associated with this title:

ISBN - 10:0387945199

ISBN - 13:9780387945194

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Table of Contents

Contents: Introduction.- The mathematical background.- Model specification and censoring.- Nonparametric estimation.- Nonparametric hypothesis testing.- Parametric models.- Regression models.- Asymptotic efficiency.- Frailty models.- Multivariate time scales.- Appendix: The melanoma survival data and standard mortality tables for the Danish population 1971-75.

Editorial Reviews

"This book is a masterful account of the counting process approach...is certain to be the standard reference for the area, and should be on the bookshelf of anyone interested in event-history analysis." International Statistical Institute Short Book Reviews"...this impressive reference, which contains a a wealth of powerful mathematics, practical examples, and analytic insights, as well as a complete integration of historical developments and recent advances in event history analysis." Journal of the American Statistical Association