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Nonparametric estimation of the integrated intensity of an unobservable transition in a Markov illness-death process

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  • Mau, J.

Abstract

The transition between the two transient states in a nonhomogeneous Markov illness-death process is assumed to be unobservable. Information can only be collected directly about transitions to absorbing states and, by an appropriate experimental design, through premature discontinuation of observation of a nonabsorbed process. A nonparametric estimator of the cumulative intensity of the unobservable transition is proposed which is strongly consistent and asymptotically unbiased. An approximate variance is stated.

Suggested Citation

  • Mau, J., 1986. "Nonparametric estimation of the integrated intensity of an unobservable transition in a Markov illness-death process," Stochastic Processes and their Applications, Elsevier, vol. 21(2), pages 275-289, February.
    • Handle: RePEc:eee:spapps:v:21:y:1986:i:2:p:275-289
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