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May 1997 A matrix-valued counting process with first-order interactive intensities
A. C. Pedroso de Lima, Pranab K. Sen
Ann. Appl. Probab. 7(2): 494-507 (May 1997). DOI: 10.1214/aoap/1034625341

Abstract

A matrix-valued counting process that allows for modeling of multivariate failure-time data is presented. the inclusion of covariates in a Cox-type regression model is considered, and asymptotic properties of the estimates of regression parameters appearing in the model are studied.

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A. C. Pedroso de Lima. Pranab K. Sen. "A matrix-valued counting process with first-order interactive intensities." Ann. Appl. Probab. 7 (2) 494 - 507, May 1997. https://doi.org/10.1214/aoap/1034625341

Information

Published: May 1997
First available in Project Euclid: 14 October 2002

zbMATH: 0926.62099
MathSciNet: MR1442323
Digital Object Identifier: 10.1214/aoap/1034625341

Subjects:
Primary: 62M99
Secondary: 60G44 , 60G55 , 90B25

Keywords: Censoring , concomitant variables , Cox-type regression model , martingale , maximum partial likelihood estimators , Multivariate failure-time , predictable process

Rights: Copyright © 1997 Institute of Mathematical Statistics

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Vol.7 • No. 2 • May 1997
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