메뉴 건너뛰기




Volumn 29, Issue 1, 2002, Pages 57-74

Efficient estimation of fixed and time-varying covariate effects in multiplicative intensity models

Author keywords

Cox model; Cumulative regression functions; Martingales; Multiplicative intensity; Non parametrics; Semi parametrics; Time varying coefficients

Indexed keywords


EID: 0036005410     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00060     Document Type: Article
Times cited : (73)

References (22)
  • 1
    • 0002980230 scopus 로고
    • A model for non-parametric regression analysis of counting processes
    • eds W. Klonecki, A. Kozek & J. Rosinski. Lecture Notes in Statistics Springer-Verlag, New York
    • Aalen, O. (1980). A model for non-parametric regression analysis of counting processes. In Mathematical statistics and probability theory (eds W. Klonecki, A. Kozek & J. Rosinski). Lecture Notes in Statistics 2, 1-25. Springer-Verlag, New York.
    • (1980) Mathematical statistics and probability theory , vol.2 , pp. 1-25
    • Aalen, O.1
  • 4
    • 0002147267 scopus 로고    scopus 로고
    • A nonparametric multiplicative hazard model for event history analysis
    • Fahrmeir, L. & Klinger, A. (1998). A nonparametric multiplicative hazard model for event history analysis. Biometrika 85, 581-592.
    • (1998) Biometrika , vol.85 , pp. 581-592
    • Fahrmeir, L.1    Klinger, A.2
  • 6
    • 70449647008 scopus 로고
    • Proportional hazards tests and diagnostics based on weighted residuals
    • Grambsch, P.M. & Therneau, T.M. (1994). Proportional hazards tests and diagnostics based on weighted residuals. Biometrika 81, 515-526.
    • (1994) Biometrika , vol.81 , pp. 515-526
    • Grambsch, P.M.1    Therneau, T.M.2
  • 7
    • 38249018374 scopus 로고
    • Efficiency of estimators for partially specified filtered models
    • Greenwood, P.E. & Wefelmeyer, W. (1990). Efficiency of estimators for partially specified filtered models. Stochastic Process. Applic. 36, 353-370.
    • (1990) Stochastic Process. Applic. , vol.36 , pp. 353-370
    • Greenwood, P.E.1    Wefelmeyer, W.2
  • 8
    • 0011337771 scopus 로고
    • Efficient estimating equations for nonparametric filtered models
    • Marcal Dekker, New York
    • Greenwood, P.E. & Wefelmeyer, W. (1991). Efficient estimating equations for nonparametric filtered models. In Statistical inference in stochastic processes, 107-141. Marcal Dekker, New York.
    • (1991) Statistical inference in stochastic processes , pp. 107-141
    • Greenwood, P.E.1    Wefelmeyer, W.2
  • 9
    • 0018894430 scopus 로고
    • Confidence bands for a survival curve from censored data
    • Hall, W. & Wellner, J. (1980). Confidence bands for a survival curve from censored data. Biometrika 67, 133-143.
    • (1980) Biometrika , vol.67 , pp. 133-143
    • Hall, W.1    Wellner, J.2
  • 10
  • 11
    • 0001418190 scopus 로고
    • Weighted least squares estimation for Aalen's additive risk model
    • Huffer, F.W. & McKeague, I.W. (1991). Weighted least squares estimation for Aalen's additive risk model. J. Amer. Statist. Assoc. 86, 114-129.
    • (1991) J. Amer. Statist. Assoc. , vol.86 , pp. 114-129
    • Huffer, F.W.1    McKeague, I.W.2
  • 13
    • 0001503554 scopus 로고
    • Martingale approach to the goodness of fit tests
    • Khmaladze, E.V. (1981). Martingale approach to the goodness of fit tests. Theory Probab. Appl. 26, 246-265.
    • (1981) Theory Probab. Appl. , vol.26 , pp. 246-265
    • Khmaladze, E.V.1
  • 14
    • 0000387723 scopus 로고
    • Matrix derivatives with an application to an adaptive linear decision problem
    • MacRae, E.C. (1974). Matrix derivatives with an application to an adaptive linear decision problem. Ann. Statist. 2, 337-346.
    • (1974) Ann. Statist. , vol.2 , pp. 337-346
    • Macrae, E.C.1
  • 15
    • 0000443424 scopus 로고    scopus 로고
    • A semi-parametric additive regression model for longitudinal data
    • Martinussen, T. & Scheike, T.H. (1999). A semi-parametric additive regression model for longitudinal data. Biometrika 86, 691-702.
    • (1999) Biometrika , vol.86 , pp. 691-702
    • Martinussen, T.1    Scheike, T.H.2
  • 16
    • 0001109223 scopus 로고
    • A partly parametric additive risk model
    • McKeague, I.W. & Sasieni, P.D. (1994). A partly parametric additive risk model. Biometrika 81, 501-514.
    • (1994) Biometrika , vol.81 , pp. 501-514
    • McKeague, I.W.1    Sasieni, P.D.2
  • 17
    • 0002792513 scopus 로고
    • Testing for time dependent coefficient in Cox's regression model
    • Murphy, S.A. (1993). Testing for time dependent coefficient in Cox's regression model. Scand. J. Statist. 20, 35-50.
    • (1993) Scand. J. Statist. , vol.20 , pp. 35-50
    • Murphy, S.A.1
  • 18
    • 0000264829 scopus 로고
    • Time-dependent coefficients in a Cox-type regression model
    • Murphy, S.A. & Sen, P.K. (1991). Time-dependent coefficients in a Cox-type regression model. Stochastic Process. Applic. 39, 153-180.
    • (1991) Stochastic Process. Applic. , vol.39 , pp. 153-180
    • Murphy, S.A.1    Sen, P.K.2
  • 19
    • 0010785296 scopus 로고
    • Contributions to a general asymptotic statistical theory
    • Springer-Verlag, New York
    • Pfanzagl, J. (1982). Contributions to a general asymptotic statistical theory. Lecture Notes in Statistics 13, Springer-Verlag, New York.
    • (1982) Lecture Notes in Statistics , vol.13
    • Pfanzagl, J.1
  • 20
    • 0000895861 scopus 로고
    • Smoothing counting process intensities by means of kernel functions
    • Ramlau-Hansen, H. (1983). Smoothing counting process intensities by means of kernel functions. Ann. Statist. 11, 453-466.
    • (1983) Ann. Statist. , vol.11 , pp. 453-466
    • Ramlau-Hansen, H.1
  • 21
    • 0002452999 scopus 로고
    • Information bounds for the additive and multiplicative intensity models (disc: P263-265)
    • eds J.P. Klein and P.K. Goel Kluwer, Dordrecht, Boston, London
    • Sasieni, P.D. (1992). Information bounds for the additive and multiplicative intensity models (disc: P263-265). In Survival analysis: state of the art (eds J.P. Klein and P.K. Goel) 249-263. Kluwer, Dordrecht, Boston, London.
    • (1992) Survival analysis: State of the art , pp. 249-263
    • Sasieni, P.D.1
  • 22
    • 0000438323 scopus 로고
    • Nonparametric survival analysis with time-dependent effects: A penalized partial likelihood approach
    • Zucker, D.M. & Karr, A.F. (1990). Nonparametric survival analysis with time-dependent effects: a penalized partial likelihood approach. Ann. Statist. 18, 329-353.
    • (1990) Ann. Statist. , vol.18 , pp. 329-353
    • Zucker, D.M.1    Karr, A.F.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.