State Occupation Probabilities in Non-Markov Models

被引：6
|
作者：
Overgaard, M. [1 ]
机构：
[1] Aarhus Univ, Dept Publ Hlth, Aarhus C, Denmark
来源：
MATHEMATICAL METHODS OF STATISTICS | 2019年 / 28卷 / 04期
关键词：
Aalen-Johansen estimator; interval function; additive transform; multiplicative transform; product integral; MULTISTATE MODELS; COMPETING RISKS; CHAINS;
D O I：
10.3103/S1066530719040033
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The consistency of the Aalen-Johansen-derived estimator of state occupation probabilities in non-Markov multi-state settings is studied and established via a new route. This new route is based on interval functions and relies on a close connection between additive and multiplicative transforms of interval functions, which is established. Under certain assumptions, the consistency follows from explicit expressions of the additive and multiplicative transforms related to the transition probabilities as interval functions, which are obtained, in combination with certain censoring and positivity assumptions
引用
收藏
页码：279 / 290
页数：12
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