Chapter

Statistical Models Based on Counting Processes

Part of the series Springer Series in Statistics pp 121-175

Model Specification and Censoring

  • Per Kragh AndersenAffiliated withStatistical Research Unit, University of Copenhagen
  • , Ørnulf BorganAffiliated withInstitute of Mathematics, University of Oslo
  • , Richard D. GillAffiliated withFaculty of Mathematics, University of Utrecht
  • , Niels KeidingAffiliated withStatistical Research Unit, University of Copenhagen

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Abstract

In Section I.3, several examples of life history data were presented as a concrete motivation for the later development and analysis of statistical models for event history data. Chapter II presented the mathematical background for the study of such models, and concepts like counting processes, marked point processes, filtrations, compensators, likelihoods, and martingales were introduced. In the present chapter, we shall use these concepts repeatedly for the purpose of specifying statistical models for life history data.