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December, 1982 Cox's Regression Model for Counting Processes: A Large Sample Study
P. K. Andersen, R. D. Gill
Ann. Statist. 10(4): 1100-1120 (December, 1982). DOI: 10.1214/aos/1176345976


The Cox regression model for censored survival data specifies that covariates have a proportional effect on the hazard function of the life-time distribution of an individual. In this paper we discuss how this model can be extended to a model where covariate processes have a proportional effect on the intensity process of a multivariate counting process. This permits a statistical regression analysis of the intensity of a recurrent event allowing for complicated censoring patterns and time dependent covariates. Furthermore, this formulation gives rise to proofs with very simple structure using martingale techniques for the asymptotic properties of the estimators from such a model. Finally an example of a statistical analysis is included.


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P. K. Andersen. R. D. Gill. "Cox's Regression Model for Counting Processes: A Large Sample Study." Ann. Statist. 10 (4) 1100 - 1120, December, 1982.


Published: December, 1982
First available in Project Euclid: 12 April 2007

zbMATH: 0526.62026
MathSciNet: MR673646
Digital Object Identifier: 10.1214/aos/1176345976

Primary: 62F12
Secondary: 62G05 , 62M99 , 62P10

Keywords: Censoring , intensity , martingale , Survival analysis , time dependent covariates

Rights: Copyright © 1982 Institute of Mathematical Statistics

Vol.10 • No. 4 • December, 1982
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