Titre :
|
Statistical models based on counting processes
|
Auteurs :
|
P. Andersen ;
O. Borgan ;
R. Gill ;
N. Keiding
|
Type de document :
|
ouvrage
|
Editeur :
|
London [GBR] : Springer, 1993
|
Collection :
|
Springer Series in Statistics, ISSN 0172-7397
|
Format :
|
767 p.
|
Langues:
|
= Anglais
|
Catégories :
|
Statistique
|
Mots-clés:
|
ANALYSE DE DONNEES
;
MODELE STOCHASTIQUE
;
PROCESSUS STOCHASTIQUE
;
ANALYSE STATISTIQUE
;
MODELE NUMERIQUE
|
Résumé :
|
Modern survival analysis and more general event history analysis may be effectively handled in the mathematical framework of counting processes, stochastic integration, martingale central limit theory and product integration. This book presents this theory. The exposition of the theory is integrated with careful presentation of many practical examples with detailed numerical and graphical illustrations.
|