Phase-type Models for Competing Risks

被引：0
|
作者：
Lindqvist, Bo H. [1 ]
机构：
[1] Norwegian Univ Sci & Technol, Dept Math Sci, N-7491 Trondheim, Norway
来源：
2016 SECOND INTERNATIONAL SYMPOSIUM ON STOCHASTIC MODELS IN RELIABILITY ENGINEERING, LIFE SCIENCE AND OPERATIONS MANAGEMENT (SMRLO) | 2016年
关键词：
Absorbing Markov process; Covariates; Cox regression; EM-algorithm; Markov Chain Monte Carlo; DISTRIBUTIONS;
D O I：
10.1109/SMRLO.2016.17
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
We extend the phase-type methodology for modeling of lifetime distributions to the case of competing risks. This is done by considering finite state Markov chains in continuous time with more than one absorbing state, letting each absorbing state correspond to a particular risk. We study statistical estimation from (possibly censored) competing risks data modeled by the phase-type approach. Using results from the literature we consider estimation via the EM algorithm as well as Bayesian estimation using Markov chain Monte Carlo methods. Treatment of covariates in competing risks data is also be discussed.
引用
收藏
页码：37 / 40
页数：4
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