Web-based Supplementary Materials for “Variance Estimation for Statistics Computed from Single Recurrent Event Processes” by
نویسندگان
چکیده
Without loss of generality, consider the case with Bk = B ∩ (τk−1, τk] only, where 0 = τ0 < τ1 < · · · < τn < c for some positive finite value c. The results can be similarly extended to the situation with ties among the ending times. Throughout this section, δ, c1 and c2 denote some finite, positive real numbers, where c1 < c2. Let ρ (1) j (t; β) denote the vector of the first partial derivative of ρj(t; β) with respect to β, let λ(k),j(t1, · · · , tk; β0) denote the kth-order rate function for the jth recurrent event process which depends on β0, and let ‖ · ‖ denote the Euclidean norm. Let |Bk| be the length of Bk. The following conditions are assumed:
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