First Hitting Time Regression Models: Lifetime Data Analysis Based on Underlying Stochastic Processes (4) - Rilegato

Caroni, Chrysseis

Rilegato

ISBN 10: 1848218893 ISBN 13: 9781848218895

Casa editrice: Iste/Hermes Science Pub, 2017

Riassunto

This book aims to promote regression methods for analyzing lifetime (or time-to-event) data that are based on a representation of the underlying process, and are therefore likely to offer greater scientific insight compared to purely empirical methods.

In contrast to the rich statistical literature, the regression methods actually employed in lifetime data analysis are limited, particularly in the biomedical field where D. R. Cox’s famous semi-parametric proportional hazards model predominates. Practitioners should become familiar with more flexible models. The first hitting time regression models (or threshold regression) presented here represent observed events as the outcome of an underlying stochastic process. One example is death occurring when the patient’s health status falls to zero, but the idea has wide applicability – in biology, engineering, banking and finance, and elsewhere. The central topic is the model based on an underlying Wiener process, leading to lifetimes following the inverse Gaussian distribution. Introducing time-varying covariates and many other extensions are considered. Various applications are presented in detail.

Su questo libro

Informazioni sull'autore

Chrysseis Caroni, National Technical University of Athens, Greece.

Dettagli dell'edizione

• Editore: Iste/Hermes Science Pub
• Data di pubblicazione: 2017
• Lingua: Inglese
• ISBN 10: 1848218893
• ISBN 13: 9781848218895
• Rilegatura: Copertina rigida
• Numero di pagine: 184
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile