Article ID Journal Published Year Pages File Type
1157123 Stochastic Processes and their Applications 2006 20 Pages PDF
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.

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Physical Sciences and Engineering Mathematics Mathematics (General)
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