A note on the exponentiality of total hazards before failure
It is well known that a univariate counting process with a given intensity function becomes Poisson, with unit parameter, if the original time parameter is replaced by the integrated intensity. P. A. Meyer (in Martingales (H. Dinges, Ed.), pp. 32-37. Lecture Notes in Mathematics, Vol. 190, Springer-Verlag, Berlin) showed that a similar result holds for multivariate counting processes which have continuous compensators. Even more is true in the multivariate case: If each coordinate process is transformed individually according to a convenient time change, the resulting Poisson processes become independent. Our aim is to show that the continuity assumption of the compensators can be relaxed and, when the jumps of the compensator become small, we obtain the independent Poisson processes as a limit. An application for testing goodness-of-fit in survival analysis is given.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 26 (1988)
Issue (Month): 2 (August)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:26:y:1988:i:2:p:207-218. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Shamier, Wendy)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.