Estimating the Mean of an Increasing Stochastic Process at a Censored Stopping Time

Journal of the American Statistical Association

Volumn 95, Issue 452, 2000, Pages 1192-1208

  Strawderman, Robert L ^a  

^a Department of Obstetrics Gynecology   (United States)

Author keywords

Informative censoring; Martingale; Weighted estimating equation

Indexed keywords

EID: 0442309485     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.2000.10474320     Document Type: Article

References (21)

1. Andersen, P. K., Borgan, O., Gill, R. D., and Keiding, N. (1993), Statistical Models Based on Counting Processes, New York: Springer.
2. Ash, R. (1972), Real Analysis and Probability, New York: Academic Press.
3. Brémaud, P. (1981), Point Processes and Queues: Martingale Dynamics, New York: Springer.
4. Casella, G., and Robert, C. P. (1998), “Post-Processing Accept-Reject Samples: Recycling and Rescaling,” Journal of Computational and Graphical Statistics, 7, 139-157.
5. Cook, R., and Lawless, J. F. (1997), “Marginal Analysis of Recurrent Events and a Terminating Event,” Statistics in Medicine, 16, 911-924.
6. Fleming, T. R., and Harrington, D. P. (1991), Counting Processes and Survival Analysis, New York: Wiley.
7. Gill, R. (1980), Censoring and Stochastic Integrals (Mathematical Centre Tracts No. 124), Amsterdam: Mathematisch Centrum.
8. Kooperberg, C., Stone, C., and Truong, Y. K. (1995), “Flazard Regression,” Journal of the American Statistical Association, 90, 78-94.
9. Hesterberg, T. (1995), “Weighted Average Importance Sampling and Defensive Mixture Distributions,” Technometrics, 37, 185-194.
10. Lin, D. Y., Feuer, E. J., Etzioni, R., and Wax, Y. (1997), “Estimating Medical Costs From Incomplete Follow-Up Data,” Biometrics, 53, 419-434.
11. Nadeau, C., and Lawless, J. F. (1998), “Inference for Means and Covariances of Point Processes Through Estimating Functions,” Biometrika, 85, 893-906.
12. Pollard, D. (1990), Empirical Processes: Theory and Applications (NSF-CBMS Regional Conference Series in Probability and Statistics, Vol. 2), Hayward, CA: Institute of Mathematical Statistics.
13. Robins, J. M. (1996), “Locally Efficient Median Regression With Random Censoring and Surrogate Markers,” in Lifetime Data: Models in Reliability and Survival Analysis, eds. N. P. Jewell, A. C. Kimber, M. L. Ting Lee, and G. A. Whitmore, Dordrecht: Kluwer, pp. 263-274.
14. Robins, J. M., and Rotnitzky, A. (1992), “Recovery of Information and Ad-justment for Dependent Censoring Using Surrogate Markers,” in AIDS Epidemiology-Methodological Issues, eds. N. Jewell, K. Dietz, and V. Farewell, Boston: Birkhauser, pp. 297-331.
15. Rotnitzky, A., Robins, J. M., and Scharfstein, D. (1998), “Semiparametric Regression for Repeated Outcomes With Nonignorable Nonresponse,” Journal of the American Statistical Association, 93, 1321-1339.
16. Scharfstein, D., Rotnitzky, A., and Robins, J. M. (1999), “Adjusting for Nonignorable Dropout Using Semiparametric Nonresponse Models” (with discussion), Journal of the American Statistical Association, 94, 1096-1146.
17. van der Laan, M., and Hubbard, A. (1999), “Locally Efficient Estimation of the Quality-Adjusted Lifetime Distribution With Right-Censored Data and Covariates,” Biometrics, 55, 530-536.
18. van der Laan, M., and Robins, J. M. (1998), “Locally Efficient Estimation With Current Status Data and High-Dimensional Covariates,” Journal of the American Statistical Association, 93, 693-701.
19. Zhao, H., and Tsiatis, A. A. (1997), “A Consistent Estimator for the Distribution of Quality-Adjusted Survival Time,” Biometrika, 84, 339-348.
20. Zhao, H., and Tsiatis, A. A. (1999), “Efficient Estimation of the Distribution of Quality-Adjusted Survival Time,” Biometrics, 55, 231-236.
21. Zhao, H., and Tsiatis, A. A. (in press), “Estimating Mean Quality-Adjusted Lifetime With Censored Data,” Sankyha, Ser. B, 62.