Estimations in Survival Analysis - a Stochastic Filter
نویسندگان
چکیده
We connect some basic issues of survival analysis in biostatistics with estimation and convergence theories of stochastic ltering. Viewing censored data problems through a ltering perspective, we can derive estimators expressed using stochastic integral/diierential equations. We then study statistical asymptotics using convergence theory of stochastic equations. We will illustrate such a program by revisiting the right censored and the doublely censored data problems.
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