Statistical Models Based on Counting Processes

Statistical Models Based on Counting Processes

1992 | Per Kragh Andersen, Ørnulf Borgan, Richard D. Gill, Niels Keiding
The book "Statistical Models Based on Counting Processes" by Per Kragh Andersen, Ørnulf Borgan, Richard D. Gill, and Niels Keiding is part of the Springer Series in Statistics. It provides a comprehensive treatment of statistical models and methods for event history analysis, focusing on counting processes, martingales, and stochastic integration. The authors aim to present a theory that handles statistical problems with continuous-time observations, minimizing assumptions and covering both non- and semi-parametric approaches. The book includes detailed mathematical background, practical applications, and recent research directions. It is structured into several chapters, covering topics such as the mathematical foundation, model specification, censoring, nonparametric estimation, hypothesis testing, parametric models, regression models, asymptotic efficiency, frailty models, and multivariate time scales. The preface highlights the collaborative effort of the authors and acknowledges the contributions of numerous colleagues and institutions.The book "Statistical Models Based on Counting Processes" by Per Kragh Andersen, Ørnulf Borgan, Richard D. Gill, and Niels Keiding is part of the Springer Series in Statistics. It provides a comprehensive treatment of statistical models and methods for event history analysis, focusing on counting processes, martingales, and stochastic integration. The authors aim to present a theory that handles statistical problems with continuous-time observations, minimizing assumptions and covering both non- and semi-parametric approaches. The book includes detailed mathematical background, practical applications, and recent research directions. It is structured into several chapters, covering topics such as the mathematical foundation, model specification, censoring, nonparametric estimation, hypothesis testing, parametric models, regression models, asymptotic efficiency, frailty models, and multivariate time scales. The preface highlights the collaborative effort of the authors and acknowledges the contributions of numerous colleagues and institutions.
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