SEQUENTIAL-ANALYSIS OF THE PROPORTIONAL HAZARDS MODEL
成果类型:
Article
署名作者:
SELLKE, T; SIEGMUND, D
署名单位:
Stanford University
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
发表日期:
1983
页码:
315326
关键词:
摘要:
For the proportional hazards model of survival analysis, an appropriate large-sample theory is developed for cases of staggered entry and sequential analysis. The principal techniques involve an approximation of the score process by a suitable martingale and a random rescaling of time based on the observed Fisher information. The score process of the partial likelihood and the maximum partial likelihood estimator behave asymptotically like Brownian motion.