Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1157123 | Stochastic Processes and their Applications | 2006 | 20 Pages |
Abstract
The proportional hazards regression model, when subjects enter the study in a staggered fashion, is studied. A strong martingale approach is used to model the two-time parameter counting processes. It is shown that well-known univariate results such as weak convergence and martingale inequalities can be extended to this two-dimensional model. Strong martingale theory is also used to prove weight convergence of a general weighted goodness-of-fit process and its weighted bootstrap counterpart.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Murray D. Burke, Dandong Feng,