Open AccessCox's Regression Model for Counting Processes: A Large Sample Study
Author(s) -
Per Kragh Andersen,
Richard D. Gill
Publication year - 1982
Publication title -
annals of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 5.877
H-Index - 178
eISSN - 2168-8966
pISSN - 0090-5364
DOI - 10.1214/aos/1176345976
Subject(s) - covariate , mathematics , counting process , censoring (clinical trials) , proportional hazards model , estimator , statistics , martingale (probability theory) , regression analysis , econometrics , asymptotic distribution , multivariate statistics
summary:A system composed from a set of independent and identical parallel units is considered and its resistance (survival) against an increasing load is modelled by a counting process model, in the framework of statistical survival analysis. The objective is to estimate the (nonparametrized) hazard function of the distribution of loads breaking the units of the system (i. e. their breaking strengths), to derive the large sample properties of the estimator, and to propose a goodness-of-fit test. We also examine the relationship between the survival of the system and the survival of its components