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Counting process models for life history data: A review. (English) Zbl 0584.62176
A survey is given of the development of statistical models for life history data based on counting processes. This development was initiated by O. O. Aalen, Statistical inference for a family of counting processes. Ph. D. Diss., Dept. Stat., Univ. Calif., Berkeley (1975); see also Ann. Stat. 6, 701-726 (1978; Zbl 0389.62025). We review non-parametric estimation and testing procedures for counting process intensities, kernel function smoothing, parametric inference and various regression techniques, including a generalization of the Cox regression model for censored survival data.

MSC:
62P10 Applications of statistics to biology and medical sciences; meta analysis
62G05 Nonparametric estimation
62G10 Nonparametric hypothesis testing
62M02 Markov processes: hypothesis testing
62M05 Markov processes: estimation; hidden Markov models
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