Survival and event history analysis: a process point of view

The aim of this book is to bridge the gap between standard textbook models and a range of models where the dynamic structure of the data manifests itself fully. The common denominator of such models is stochastic processes. The authors show how counting processes, martingales, and stochastic integrals fit verynicely with censored data. Beginning with standard analyses such as Kaplan-Meier plots and Cox regression, the presentation progresses to the additive hazard model and recurrent event data. Stochastic processes are also used as natural models for individual frailty. They allow sensible interpretations of a number of surprising artifacts seen in population data. The stochastic process framework is naturally connected to causality. The authors show how dynamic pathanalyses can incorporate many modern causality ideas in a framework that takes the time aspect seriously. Bridges the gap between standard textbook models and models where the dynamic structure of the data manifests itself fully Shows how counting processes, martingales, and stochastic integrals fit with censored data Shows how dynamic path analyses can incorporate modern causality ideas Includes a large number of practical examples INDICE: An introduction to survival and event history analysis.- Stochastic processes in event history analysis.- Non-parametric analysis of survival and event history data.- Regression models.- Parametric counting process models.- Unobserved hererogeneity: The odd effects of frailty.- Multivariate frailty models.- Marginal and dynamic models for recurrent events and clustered survival data.- Causality.- First passage time models: Understanding the shape of the hazard rate.- Diffusion- and Levy process models for dynamic frailty.- Markov processes and the product-integral.- Vector-valued counting processes, martingales and stochastic integrals.- References.

• ISBN: 978-0-387-20287-7
• Editorial: Springer
• Encuadernacion: Cartoné
• Páginas: 550
• Fecha Publicación: 01/07/2008
• Nº Volúmenes: 1
• Idioma: Inglés