The proportional hazards regression model with staggered entries: A strong martingale approach |
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Authors: | Murray D Burke Dandong Feng |
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Institution: | 1. Department of Mathematics and Statistics, University of Calgary, Calgary, AB, Canada, T2N 1N4;2. St. Mary’s University College, Calgary, AB, Canada, T2X 1Z4 |
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Abstract: | The proportional hazards regression model, when subjects enter the study in a staggered fashion, is studied. A strong martingale approach is used to model the two-time parameter counting processes. It is shown that well-known univariate results such as weak convergence and martingale inequalities can be extended to this two-dimensional model. Strong martingale theory is also used to prove weight convergence of a general weighted goodness-of-fit process and its weighted bootstrap counterpart. |
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Keywords: | 60G48 62N01 62N99 |
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