A counting process approach to the regression analysis of grouped survival data

A weighted least squares estimator is used to estimate the hazard functions in Aalen's additive risk model from grouped (and possibly censored) survival data. Counting process techniques are applied to derive a functional central limit theorem for the integrated estimator.

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Year of publication:	1988
Authors:	McKeague, Ian W.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 28.1988, 2, p. 221-239
Publisher:	Elsevier
Keywords:	multivariate counting processes martingale methods censoring weighted least squares additive risk models grouped survival data

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875809