Modern survival analysis and more general event history analysis may be effectively handled within the mathematical framework of counting processes. This book presents this theory, which has been the subject of intense research activity over the past 15 years. The exposition of the theory is integrated with careful presentation of many practical examples, drawn almost exclusively from the authors'own experience, with detailed numerical and graphical illustrations. Although Statistical Models Based on Counting Processes may be viewed as a research monograph for mathematical statisticians and biostatisticians, almost all the methods are given in concrete detail for use in practice by other mathematically oriented researchers studying event histories (demographers, econometricians, epidemiologists, actuarial mathematicians, reliability engineers and biologists). Much of the material has so far only been available in the journal literature (if at all), and so a wide variety of researchers will find this an invaluable survey of the subject.
Censoring Truncation and Filtering in Statistical Models Based on Counting Processes
The Wiley-Interscience Paperback Series consists of selected booksthat have been made more accessible to consumers in an effort toincrease global appeal and general circulation. With these newunabridged softcover volumes, Wiley hopes to extend the lives ofthese works by making them available to future generations ofstatisticians, mathematicians, and scientists. "The book is a valuable completion of the literature in this field.It is written in an ambitious mathematical style and can berecommended to statisticians as well as biostatisticians." -Biometrische Zeitschrift "Not many books manage to combine convincingly topics fromprobability theory over mathematical statistics to appliedstatistics. This is one of them. The book has other strong pointsto recommend it: it is written with meticulous care, in a lucidstyle, general results being illustrated by examples fromstatistical theory and practice, and a bunch of exercises serve tofurther elucidate and elaborate on the text." -Mathematical Reviews "This book gives a thorough introduction to martingale and countingprocess methods in survival analysis thereby filling a gap in theliterature." -Zentralblatt für Mathematik und ihre Grenzgebiete/MathematicsAbstracts "The authors have performed a valuable service to researchers inproviding this material in [a] self-contained and accessible form.. . This text [is] essential reading for the probabilist ormathematical statistician working in the area of survivalanalysis." -Short Book Reviews, International Statistical Institute Counting Processes and Survival Analysis explores the martingaleapproach to the statistical analysis of counting processes, with anemphasis on the application of those methods to censored failuretime data. This approach has proven remarkably successful inyielding results about statistical methods for many problemsarising in censored data. A thorough treatment of the calculus ofmartingales as well as the most important applications of thesemethods to censored data is offered. Additionally, the bookexamines classical problems in asymptotic distribution theory forcounting process methods and newer methods for graphical analysisand diagnostics of censored data. Exercises are included to providepractice in applying martingale methods and insight into thecalculus itself.
Countless professionals and students who use statistics in their work rely on the multi-volume Encyclopedia of Statistical Sciences as a superior and unique source of information on statistical theory, methods, and applications. This new edition (available in both print and on-line versions) is designed to bring the encyclopedia in line with the latest topics and advances made in statistical science over the past decade--in areas such as computer-intensive statistical methodology, genetics, medicine, the environment, and other applications. Written by over 600 world-renowned experts (including the editors), the entries are self-contained and easily understood by readers with a limited statistical background. With the publication of this second edition in 16 printed volumes, the Encyclopedia of Statistical Sciences retains its position as a cutting-edge reference of choice for those working in statistics, biostatistics, quality control, economics, sociology, engineering, probability theory, computer science, biomedicine, psychology, and many other areas. The Encyclopedia of Statistical Sciences is also available as a 16 volume A to Z set. Volume 2: C.