Censoring and stochastic integrals:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Amsterdam
Mathematisch Centrum
1980
|
| Series: | Mathematical Centre tracts
124 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | V, 178 S. graph. Darst. |
| ISBN: | 9061961971 |
Staff View
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| 245 | 1 | 0 | |a Censoring and stochastic integrals |c R. D. Gill |
| 264 | 1 | |a Amsterdam |b Mathematisch Centrum |c 1980 | |
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Record in the Search Index
| _version_ | 1810687663187951616 |
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| adam_text |
V
CONTENTS
Acknowledgements m
Contents v
CHAPTER 1. PRELIMINARIES 1
1.1. Introduction 1
1.2. Notation '3
CHAPTER 2. SOME RESULTS FROM THE THEORY OF STOCHASTIC PROCESSES . 7
2.1. Notation and basic concepts 7
2.2. Stochastic integrals 10
2.3. Counting processes 11
2.4. A martingale central limit theorem and related results . 15
CHAPTER 3. RIGHT CENSORED OBSERVATIONS AND STOCHASTIC INTEGRALS . 21
3.1. Background 21
3.2. One sample case: the product limit estimator 34
3.3. Two sample case: the test statistics of Gehan, Efron
and Cox 44
CHAPTER 4. ASYMPTOTIC RESULTS 53
4.1. Consistency of the product limit estimator and of test
statistics of the class K+ 53
4.2. Weak convergence: general theorem and product limit
estimator 71
4.3. Weak convergence: test statistics of the class K. . . . . 87
CHAPTER 5. EFFICIENCIES AND NEW TEST STATISTICS 101
5.1. Introduction; comparison of variance estimators 101
5.2. Efficiencies 104
5.3. Optimal tests of the class K for parametric alternatives 116
5.4. Renyi type tests 135
CHAPTER 6. GENERAL CENSORSHIP AND TRUNCATION 139
APPENDICES
A.I. Proof of Theorem 2.3.1 145
A.2. On constructing a stochastic basis 147
A.3. Proof of Theorem 2.3.4 151
A.4. Proof of Lemma 3.2.1 153
A.5. Asymptotic normality of an estimator of mean lifetime. . 157
A.6. Proof of a theorem of Daniels 163
REFERENCES 165
SUBJECT INDEX I73
AUTHOR INDEX 177 |
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| dewey-full | 519.2 |
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| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV004732538 |
| illustrated | Illustrated |
| indexdate | 2024-09-20T04:25:19Z |
| institution | BVB |
| isbn | 9061961971 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002911034 |
| oclc_num | 7327470 |
| open_access_boolean | |
| owner | DE-91G DE-BY-TUM DE-739 DE-824 DE-83 DE-188 |
| owner_facet | DE-91G DE-BY-TUM DE-739 DE-824 DE-83 DE-188 |
| physical | V, 178 S. graph. Darst. |
| publishDate | 1980 |
| publishDateSearch | 1980 |
| publishDateSort | 1980 |
| publisher | Mathematisch Centrum |
| record_format | marc |
| series | Mathematical Centre tracts |
| series2 | Mathematisch Centrum <Amsterdam>: Mathematical Centre tracts |
| spelling | Gill, R. D. 1951- Verfasser (DE-588)171150317 aut Censoring and stochastic integrals R. D. Gill Amsterdam Mathematisch Centrum 1980 V, 178 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Mathematisch Centrum <Amsterdam>: Mathematical Centre tracts 124 Stochastic integrals Stochastisches Integral (DE-588)4126478-2 gnd rswk-swf Stochastisches Integral (DE-588)4126478-2 s DE-604 Mathematical Centre tracts 124 (DE-604)BV000893527 124 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002911034&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Gill, R. D. 1951- Censoring and stochastic integrals Mathematical Centre tracts Stochastic integrals Stochastisches Integral (DE-588)4126478-2 gnd |
| subject_GND | (DE-588)4126478-2 |
| title | Censoring and stochastic integrals |
| title_auth | Censoring and stochastic integrals |
| title_exact_search | Censoring and stochastic integrals |
| title_full | Censoring and stochastic integrals R. D. Gill |
| title_fullStr | Censoring and stochastic integrals R. D. Gill |
| title_full_unstemmed | Censoring and stochastic integrals R. D. Gill |
| title_short | Censoring and stochastic integrals |
| title_sort | censoring and stochastic integrals |
| topic | Stochastic integrals Stochastisches Integral (DE-588)4126478-2 gnd |
| topic_facet | Stochastic integrals Stochastisches Integral |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002911034&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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