P Hougaard - Lifetime data analysis, 1995 - Springer
A frailty model is a random effects model for time variables, where the random effect (the frailty) has a multiplicative effect on the hazard. It can be used for univariate (independent) …
Modelling Survival Data in Medical Research, Fourth Edition, describes the analysis of survival data, illustrated using a wide range of examples from biomedical research. Written …
L Fahrmeir, G Tutz, W Hennevogl, E Salem - 1994 - Springer
Since our first edition of this book, many developments in statistical mod elling based on generalized linear models have been published, and our primary aim is to bring the book up …
This book presents statistical methods for analysis of the duration of events. The primary focus is on models for single-spell data, events in which individual agents are observed for a …
J Beyersmann, A Allignol, M Schumacher - 2011 - books.google.com
This book covers competing risks and multistate models, sometimes summarized as event history analysis. These models generalize the analysis of time to a single event (survival …
This article provides a Markov model for the term structure of credit risk spreads. The model is based on, with the bankruptcy process following a discrete state space Markov chain in …
A linear model is suggested for the influence of covariates on the intensity function. This approach is less vulnerable than the Cox model to problems of inconsistency when …
This volume examines modern techniques and research problems in the analysis of lifetime data analysis. This area of statistics deals with time-to-event data which is complicated not …
If something can fail, it can often fail in one of several ways and sometimes in more than one way at a time. There is always some cause of failure, and almost always, more than one …