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Counting processes and survival analysis [[electronic resource] /] / Thomas R. Fleming, David P. Harrington
| Counting processes and survival analysis [[electronic resource] /] / Thomas R. Fleming, David P. Harrington |
| Autore | Fleming Thomas R |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley-Interscience, 2005 |
| Descrizione fisica | 1 online resource (454 p.) |
| Disciplina |
519.2/3
519.23 519.236 |
| Altri autori (Persone) | HarringtonDavid P |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Point processes
Failure time data analysis Martingales (Mathematics) |
| ISBN |
1-283-33236-1
9786613332363 1-118-15067-8 1-118-15066-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
2.4 Stochastic Integrals with Respect to Local Martingales2.5 Continuous Compensators; 2.6 Compensators with Discontinuities; 2.7 Summary; 2.8 Bibliographic Notes; 3. Finite Sample Moments and Large Sample Consistency of Tests and Estimators; 3.1 Introduction; 3.2 Nonparametric Estimation of the Survival Distribution; 3.3 Some Finite Sample Properties of Linear Rank Statistics; 3.4 Consistency of the Kaplan-Meier Estimator; 3.5 Bibliographic Notes; 4. Censored Data Regression Models and Their Application; 4.1 Introduction; 4.2 The Proportional Hazards and Multiplicative Intensity Models
4.3 Partial Likelihood Inference4.4 Applications of Partial Likelihood Methods; 4.5 Martingale Residuals; 4.6 Applications of Residual Methods; 4.7 Bibliographic Notes; 5. Martingale Central Limit Theorem; 5.1 Preliminaries and Motivation; 5.2 Convergence of Martingale Difference Arrays; 5.3 Weak Convergence of the Process, U(n); 5.4 Bibliographic Notes; 6. Large Sample Results of the Kaplan-Meier Estimator; 6.1 Introduction; 6.2 A Large Sample Result for Kaplan-Meier and Weighted Logrank Statistics; 6.3 Confidence Bands for the Survival Distribution; 6.4 Bibliographic Notes 7. Weighted Logrank Statistics7.1 Introduction; 7.2 Large Sample Null Distribution; 7.3 Consistency of Tests of the Class κ; 7.4 Efficiencies of Tests of the Class κ; 7.5 Some Versatile Test Procedures; 7.6 Bibliographic Notes; 8. Distribution Theory for Proportional Hazards Regression; 8.1 Introduction; 8.2 The Partial Likelihood Score Statistic; 8.3 Estimators of the Regression Parameters and the Cumulative Hazard Function; 8.4 The Asymptotic Theory for Simple Models; 8.5 Asymptotic Relative Efficiency of Partial Likelihood Inference in the Proportional Hazards Model 8.6 Bibliographic NotesAppendix A. Some Results from Stieltjes Integration and Probability Theory; Appendix B. An Introduction to Weak Convergence; Appendix C. The Martingale Central Limit Theorem: Some Preliminaries; Appendix D. Data; Appendix E. Exercises; Bibliography; Notation; Author Index; Subject Index |
| Record Nr. | UNINA-9910830973503321 |
Fleming Thomas R
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| Hoboken, N.J., : Wiley-Interscience, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Counting processes and survival analysis / / Thomas R. Fleming, David P. Harrington
| Counting processes and survival analysis / / Thomas R. Fleming, David P. Harrington |
| Autore | Fleming Thomas R |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley-Interscience, 2005 |
| Descrizione fisica | 1 online resource (454 p.) |
| Disciplina |
519.2/3
519.23 519.236 |
| Altri autori (Persone) | HarringtonDavid P |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Point processes
Failure time data analysis Martingales (Mathematics) |
| ISBN |
1-283-33236-1
9786613332363 1-118-15067-8 1-118-15066-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
2.4 Stochastic Integrals with Respect to Local Martingales2.5 Continuous Compensators; 2.6 Compensators with Discontinuities; 2.7 Summary; 2.8 Bibliographic Notes; 3. Finite Sample Moments and Large Sample Consistency of Tests and Estimators; 3.1 Introduction; 3.2 Nonparametric Estimation of the Survival Distribution; 3.3 Some Finite Sample Properties of Linear Rank Statistics; 3.4 Consistency of the Kaplan-Meier Estimator; 3.5 Bibliographic Notes; 4. Censored Data Regression Models and Their Application; 4.1 Introduction; 4.2 The Proportional Hazards and Multiplicative Intensity Models
4.3 Partial Likelihood Inference4.4 Applications of Partial Likelihood Methods; 4.5 Martingale Residuals; 4.6 Applications of Residual Methods; 4.7 Bibliographic Notes; 5. Martingale Central Limit Theorem; 5.1 Preliminaries and Motivation; 5.2 Convergence of Martingale Difference Arrays; 5.3 Weak Convergence of the Process, U(n); 5.4 Bibliographic Notes; 6. Large Sample Results of the Kaplan-Meier Estimator; 6.1 Introduction; 6.2 A Large Sample Result for Kaplan-Meier and Weighted Logrank Statistics; 6.3 Confidence Bands for the Survival Distribution; 6.4 Bibliographic Notes 7. Weighted Logrank Statistics7.1 Introduction; 7.2 Large Sample Null Distribution; 7.3 Consistency of Tests of the Class κ; 7.4 Efficiencies of Tests of the Class κ; 7.5 Some Versatile Test Procedures; 7.6 Bibliographic Notes; 8. Distribution Theory for Proportional Hazards Regression; 8.1 Introduction; 8.2 The Partial Likelihood Score Statistic; 8.3 Estimators of the Regression Parameters and the Cumulative Hazard Function; 8.4 The Asymptotic Theory for Simple Models; 8.5 Asymptotic Relative Efficiency of Partial Likelihood Inference in the Proportional Hazards Model 8.6 Bibliographic NotesAppendix A. Some Results from Stieltjes Integration and Probability Theory; Appendix B. An Introduction to Weak Convergence; Appendix C. The Martingale Central Limit Theorem: Some Preliminaries; Appendix D. Data; Appendix E. Exercises; Bibliography; Notation; Author Index; Subject Index |
| Record Nr. | UNINA-9910877626103321 |
|
Fleming Thomas R
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| Hoboken, N.J., : Wiley-Interscience, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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A course in stochastic processes : stochastic models and statistical inference / by Denis Bosq and Hung T. Nguyen
| A course in stochastic processes : stochastic models and statistical inference / by Denis Bosq and Hung T. Nguyen |
| Autore | Bosq, Denis |
| Pubbl/distr/stampa | Dordrecht ; Boston ; London : Kluwer Academic Publishers, c1996 |
| Descrizione fisica | x, 351 p. ; 25 cm. |
| Disciplina | 519.23 |
| Altri autori (Persone) | Nguyen, Hung T. |
| Collana | Theory and decision library. Series B, Mathematical and statistical methods ; 34 |
| Soggetto topico | Stochastic processes |
| ISBN | 0792340876 |
| Classificazione | AMS 60G |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000798769707536 |
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Bosq, Denis
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| Dordrecht ; Boston ; London : Kluwer Academic Publishers, c1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Doubly stochastic Poisson processes / Jan Grandell
| Doubly stochastic Poisson processes / Jan Grandell |
| Autore | Grandell, Jan |
| Pubbl/distr/stampa | Berlin [etc.] : Springer, 1976 |
| Descrizione fisica | X, 234 p. ; 25 cm. |
| Disciplina | 519.23 |
| Collana | Lecture notes in mathematics |
| Soggetto topico | Processo stocastico |
| ISBN | 3-540-07795-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNIBAS-000013347 |
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Grandell, Jan
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| Berlin [etc.] : Springer, 1976 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. della Basilicata | ||
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Doubly stochastic Poisson processes / / Jan Grandell
| Doubly stochastic Poisson processes / / Jan Grandell |
| Autore | Grandell Jan <1943-> |
| Edizione | [1st ed. 1976.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg ; ; New York : , : Springer-Verlag, , [1976] |
| Descrizione fisica | 1 online resource (XII, 240 p.) |
| Disciplina | 519.23 |
| Collana | Lecture notes in mathematics |
| Soggetto topico |
Poisson processes, Doubly stochastic
Measure theory Prediction theory |
| ISBN | 3-540-38258-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Definitions and basic properties -- Some miscellaneous results -- Characterization and convergence of non-atomic random measures -- Limit theorems -- Estimation of random variables -- Linear estimation of random variables in stationary doubly stochastic Poisson sequences -- Estimation of second order properties of stationary doubly stochastic Poisson sequences. |
| Record Nr. | UNISA-996466502103316 |
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Grandell Jan <1943->
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| Berlin ; ; Heidelberg ; ; New York : , : Springer-Verlag, , [1976] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Doubly stochastic Poisson processes / Jan Grandell
| Doubly stochastic Poisson processes / Jan Grandell |
| Autore | Grandell, Jan |
| Pubbl/distr/stampa | Berlin : Springer-Verlag, 1976 |
| Descrizione fisica | x, 234 p. : ill. ; 25 cm |
| Disciplina | 519.23 |
| Collana | Lecture notes in mathematics, 0075-8434 ; 529 |
| Soggetto topico |
Doubly stochastic
Measure theory Point processes Poisson processes Prediction theory Spectral analysis |
| ISBN | 3540077952 |
| Classificazione |
AMS 60G55
AMS 62M15 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000835749707536 |
|
Grandell, Jan
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| Berlin : Springer-Verlag, 1976 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Dynamic probabilistic systems / Ronald A. Howard
| Dynamic probabilistic systems / Ronald A. Howard |
| Autore | Howard, Ronald A. |
| Pubbl/distr/stampa | New York : Wiley, 1971 |
| Descrizione fisica | 2 v. ; 24 cm |
| Disciplina | 519.23 |
| Collana | Series in decision and control |
| Soggetto non controllato |
Sistemi dinamici
Processi di Markov |
| ISBN |
0471416657
0471416665 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1.: Markov models 2.: Semi-Markov and decision processes |
| Titolo uniforme | |
| Record Nr. | UNIPARTHENOPE-000021043 |
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Howard, Ronald A.
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| New York : Wiley, 1971 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Parthenope | ||
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Dynamics of stochastic systems [[electronic resource] /] / V.I. Klyatskin
| Dynamics of stochastic systems [[electronic resource] /] / V.I. Klyatskin |
| Autore | Klyatskin V. I |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; San Diego, : Elsevier, 2005 |
| Descrizione fisica | 1 online resource (211 p.) |
| Disciplina | 519.23 |
| Soggetto topico |
Stochastic analysis
Statistical physics Stochastic processes |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-03671-4
9786611036713 0-08-050485-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; DYNAMICS OF STOCHASTIC SYSTEMS; Copyright Page; Preface; Contents; Introduction; Part I: Dynamical description of stochastic systems; Chapter 1. Examples, basic problems, peculiar features of solutions; 1.1 Ordinary differential equations: initial value problems; 1.2 Boundary-value problems for linear ordinary differential equations (plane waves in layered media); 1.3 Partial differential equations; Chapter 2. Solution dependence on problem type, medium parameters, and initial data; 2.1 Functional representation of problem solution; 2.2 Solution dependence on problem's parameters
ProblemsChapter 3. Indicator function and Liouville equation; 3.1 Ordinary differential equations; 3.2 First-order partial differential equations; 3.3 Higher-order partial differential equations; Problems; Part II: Statistical description of stochastic systems; Chapter 4. Random quantities, processes and fields; 4.1 Random quantities and their characteristics; 4.2 Random processes, fields, and their characteristics; 4.3 Markovian processes; Problems; Chapter 5. Correlation splitting; 5.1 General remarks; 5.2 Gaussian process; 5.3 Poisson process; 5.4 Telegrapher's random process 5.5 Delta-correlated random processesProblems; Chapter 6. General approaches to analyzing stochastic dynamic systems; 6.1 Ordinary differential equations; 6.2 Completely solvable stochastic dynamic systems; 6.3 Delta-correlated fields and processes; Problems; Chapter 7. Stochastic equations with the Markovian fluctuations of parameters; 7.1 Telegrapher's processes; 7.2 Gaussian Markovian processes; Problems; Chapter 8. Gaussian delta-correlated random field (ordinary differential equations); 8.1 The Fokker-Planck equation; 8.2 Transition probability distributions 8.3 Applicability range of the Fokker-Planck equationProblems; Chapter 9. Methods for solving and analyzing the Fokker-Planck equation; 9.1 Wiener random process; 9.2 Logarithmic-normal random process; 9.3 Integral transformations; 9.4 Steady-state solutions of the Fokker-Planck equation; 9.5 Boundary-value problems for the Fokker-Planck equation (transfer phenomena); 9.6 Method of fast oscillation averaging; Problems; Chapter 10. Gaussian delta-correlated random field (causal integral equations); Problems; Part III: Examples of coherent phenomena in stochastic dynamic systems Chapter 11. Passive tracer clustering and diffusion in random hydrodynamic flows11.1 Lagrangian description (particle diffusion); 11.2 Diffusion of passive tracer concentration in random velocity field; 11.3 Effect of molecular diffusion; Problems; Chapter 12. Wave localization in randomly layered media; 12.1 Statistics of scattered field at layer boundaries; 12.2 Statistical theory of radiative transfer; 12.3 Numerical simulation; Problems; Bibliography; Index |
| Record Nr. | UNINA-9910457457603321 |
|
Klyatskin V. I
|
||
| Amsterdam ; ; San Diego, : Elsevier, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dynamics of stochastic systems [[electronic resource] /] / V.I. Klyatskin
| Dynamics of stochastic systems [[electronic resource] /] / V.I. Klyatskin |
| Autore | Klyatskin V. I |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; San Diego, : Elsevier, 2005 |
| Descrizione fisica | 1 online resource (211 p.) |
| Disciplina | 519.23 |
| Soggetto topico |
Stochastic analysis
Statistical physics Stochastic processes |
| ISBN |
1-281-03671-4
9786611036713 0-08-050485-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; DYNAMICS OF STOCHASTIC SYSTEMS; Copyright Page; Preface; Contents; Introduction; Part I: Dynamical description of stochastic systems; Chapter 1. Examples, basic problems, peculiar features of solutions; 1.1 Ordinary differential equations: initial value problems; 1.2 Boundary-value problems for linear ordinary differential equations (plane waves in layered media); 1.3 Partial differential equations; Chapter 2. Solution dependence on problem type, medium parameters, and initial data; 2.1 Functional representation of problem solution; 2.2 Solution dependence on problem's parameters
ProblemsChapter 3. Indicator function and Liouville equation; 3.1 Ordinary differential equations; 3.2 First-order partial differential equations; 3.3 Higher-order partial differential equations; Problems; Part II: Statistical description of stochastic systems; Chapter 4. Random quantities, processes and fields; 4.1 Random quantities and their characteristics; 4.2 Random processes, fields, and their characteristics; 4.3 Markovian processes; Problems; Chapter 5. Correlation splitting; 5.1 General remarks; 5.2 Gaussian process; 5.3 Poisson process; 5.4 Telegrapher's random process 5.5 Delta-correlated random processesProblems; Chapter 6. General approaches to analyzing stochastic dynamic systems; 6.1 Ordinary differential equations; 6.2 Completely solvable stochastic dynamic systems; 6.3 Delta-correlated fields and processes; Problems; Chapter 7. Stochastic equations with the Markovian fluctuations of parameters; 7.1 Telegrapher's processes; 7.2 Gaussian Markovian processes; Problems; Chapter 8. Gaussian delta-correlated random field (ordinary differential equations); 8.1 The Fokker-Planck equation; 8.2 Transition probability distributions 8.3 Applicability range of the Fokker-Planck equationProblems; Chapter 9. Methods for solving and analyzing the Fokker-Planck equation; 9.1 Wiener random process; 9.2 Logarithmic-normal random process; 9.3 Integral transformations; 9.4 Steady-state solutions of the Fokker-Planck equation; 9.5 Boundary-value problems for the Fokker-Planck equation (transfer phenomena); 9.6 Method of fast oscillation averaging; Problems; Chapter 10. Gaussian delta-correlated random field (causal integral equations); Problems; Part III: Examples of coherent phenomena in stochastic dynamic systems Chapter 11. Passive tracer clustering and diffusion in random hydrodynamic flows11.1 Lagrangian description (particle diffusion); 11.2 Diffusion of passive tracer concentration in random velocity field; 11.3 Effect of molecular diffusion; Problems; Chapter 12. Wave localization in randomly layered media; 12.1 Statistics of scattered field at layer boundaries; 12.2 Statistical theory of radiative transfer; 12.3 Numerical simulation; Problems; Bibliography; Index |
| Record Nr. | UNINA-9910784591503321 |
|
Klyatskin V. I
|
||
| Amsterdam ; ; San Diego, : Elsevier, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dynamics of stochastic systems / / V.I. Klyatskin
| Dynamics of stochastic systems / / V.I. Klyatskin |
| Autore | Klyatskin V. I |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; San Diego, : Elsevier, 2005 |
| Descrizione fisica | 1 online resource (211 p.) |
| Disciplina | 519.23 |
| Soggetto topico |
Stochastic analysis
Statistical physics Stochastic processes |
| ISBN |
1-281-03671-4
9786611036713 0-08-050485-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; DYNAMICS OF STOCHASTIC SYSTEMS; Copyright Page; Preface; Contents; Introduction; Part I: Dynamical description of stochastic systems; Chapter 1. Examples, basic problems, peculiar features of solutions; 1.1 Ordinary differential equations: initial value problems; 1.2 Boundary-value problems for linear ordinary differential equations (plane waves in layered media); 1.3 Partial differential equations; Chapter 2. Solution dependence on problem type, medium parameters, and initial data; 2.1 Functional representation of problem solution; 2.2 Solution dependence on problem's parameters
ProblemsChapter 3. Indicator function and Liouville equation; 3.1 Ordinary differential equations; 3.2 First-order partial differential equations; 3.3 Higher-order partial differential equations; Problems; Part II: Statistical description of stochastic systems; Chapter 4. Random quantities, processes and fields; 4.1 Random quantities and their characteristics; 4.2 Random processes, fields, and their characteristics; 4.3 Markovian processes; Problems; Chapter 5. Correlation splitting; 5.1 General remarks; 5.2 Gaussian process; 5.3 Poisson process; 5.4 Telegrapher's random process 5.5 Delta-correlated random processesProblems; Chapter 6. General approaches to analyzing stochastic dynamic systems; 6.1 Ordinary differential equations; 6.2 Completely solvable stochastic dynamic systems; 6.3 Delta-correlated fields and processes; Problems; Chapter 7. Stochastic equations with the Markovian fluctuations of parameters; 7.1 Telegrapher's processes; 7.2 Gaussian Markovian processes; Problems; Chapter 8. Gaussian delta-correlated random field (ordinary differential equations); 8.1 The Fokker-Planck equation; 8.2 Transition probability distributions 8.3 Applicability range of the Fokker-Planck equationProblems; Chapter 9. Methods for solving and analyzing the Fokker-Planck equation; 9.1 Wiener random process; 9.2 Logarithmic-normal random process; 9.3 Integral transformations; 9.4 Steady-state solutions of the Fokker-Planck equation; 9.5 Boundary-value problems for the Fokker-Planck equation (transfer phenomena); 9.6 Method of fast oscillation averaging; Problems; Chapter 10. Gaussian delta-correlated random field (causal integral equations); Problems; Part III: Examples of coherent phenomena in stochastic dynamic systems Chapter 11. Passive tracer clustering and diffusion in random hydrodynamic flows11.1 Lagrangian description (particle diffusion); 11.2 Diffusion of passive tracer concentration in random velocity field; 11.3 Effect of molecular diffusion; Problems; Chapter 12. Wave localization in randomly layered media; 12.1 Statistics of scattered field at layer boundaries; 12.2 Statistical theory of radiative transfer; 12.3 Numerical simulation; Problems; Bibliography; Index |
| Record Nr. | UNINA-9910815426503321 |
|
Klyatskin V. I
|
||
| Amsterdam ; ; San Diego, : Elsevier, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
