Asymptotic Theory for Weighted Least Squares Estimators in Aalen's Additive Risk Model.

@inproceedings{McKeague1987AsymptoticTF,
  title={Asymptotic Theory for Weighted Least Squares Estimators in Aalen's Additive Risk Model.},
  author={Ian W. McKeague},
  year={1987}
}
Abstract : Let h(t/Z sub i) be the conditional hazard function for the survival time of an individual sub i given the p-dimensional covariate process Z sub i(t). This document inference for Aalen's additive risk model h(t/Z sub i)=Z sub i(t) alpha (t), where alpha is a p-vector of unknown hazard functions. The theory of counting processes is used to obtain weak convergence results for weighted least squares estimators of the hazard functions and the cumulative hazard functions based on… CONTINUE READING

Citations

Publications citing this paper.
SHOWING 1-10 OF 12 CITATIONS

A penalized algorithm for event-specific rate models for recurrent events.

VIEW 5 EXCERPTS
CITES BACKGROUND & METHODS
HIGHLY INFLUENCED

Additive and multiplicative hazards modeling for recurrent event data analysis

  • BMC medical research methodology
  • 2011
VIEW 1 EXCERPT
CITES METHODS