First Hitting Time Regression Models

Lifetime Data Analysis Based on Underlying Stochastic Processes

Nonfiction, Science & Nature, Mathematics, Mathematical Analysis
Cover of the book First Hitting Time Regression Models by Chrysseis Caroni, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Chrysseis Caroni ISBN: 9781119437222
Publisher: Wiley Publication: July 17, 2017
Imprint: Wiley-ISTE Language: English
Author: Chrysseis Caroni
ISBN: 9781119437222
Publisher: Wiley
Publication: July 17, 2017
Imprint: Wiley-ISTE
Language: English

This book aims to promote regression methods for analyzing lifetime (or time-to-event) data that are based on a representation of the underlying process, and are therefore likely to offer greater scientific insight compared to purely empirical methods.

In contrast to the rich statistical literature, the regression methods actually employed in lifetime data analysis are limited, particularly in the biomedical field where D. R. Cox’s famous semi-parametric proportional hazards model predominates. Practitioners should become familiar with more flexible models. The first hitting time regression models (or threshold regression) presented here represent observed events as the outcome of an underlying stochastic process. One example is death occurring when the patient’s health status falls to zero, but the idea has wide applicability – in biology, engineering, banking and finance, and elsewhere. The central topic is the model based on an underlying Wiener process, leading to lifetimes following the inverse Gaussian distribution. Introducing time-varying covariates and many other extensions are considered. Various applications are presented in detail.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book aims to promote regression methods for analyzing lifetime (or time-to-event) data that are based on a representation of the underlying process, and are therefore likely to offer greater scientific insight compared to purely empirical methods.

In contrast to the rich statistical literature, the regression methods actually employed in lifetime data analysis are limited, particularly in the biomedical field where D. R. Cox’s famous semi-parametric proportional hazards model predominates. Practitioners should become familiar with more flexible models. The first hitting time regression models (or threshold regression) presented here represent observed events as the outcome of an underlying stochastic process. One example is death occurring when the patient’s health status falls to zero, but the idea has wide applicability – in biology, engineering, banking and finance, and elsewhere. The central topic is the model based on an underlying Wiener process, leading to lifetimes following the inverse Gaussian distribution. Introducing time-varying covariates and many other extensions are considered. Various applications are presented in detail.

More books from Wiley

Cover of the book The Myths of Creativity by Chrysseis Caroni
Cover of the book Canine and Feline Geriatric Oncology by Chrysseis Caroni
Cover of the book Neuropsychopharmacology and Therapeutics by Chrysseis Caroni
Cover of the book Windows 8 & Office 2010 For Dummies eBook Set by Chrysseis Caroni
Cover of the book Italian Wine For Dummies by Chrysseis Caroni
Cover of the book Trypanosomatid Diseases by Chrysseis Caroni
Cover of the book Trading Chaos by Chrysseis Caroni
Cover of the book Essential Tools for Organisational Performance by Chrysseis Caroni
Cover of the book Network and Discrete Location by Chrysseis Caroni
Cover of the book Grounded by Chrysseis Caroni
Cover of the book The History of Mathematics by Chrysseis Caroni
Cover of the book The Bull Inside the Bear by Chrysseis Caroni
Cover of the book The Fall of the Roman Empire by Chrysseis Caroni
Cover of the book The Dragonfly Effect by Chrysseis Caroni
Cover of the book Stereochemistry and Stereoselective Synthesis by Chrysseis Caroni
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy