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The proportional hazards regression model with staggered entries: A strong martingale approach

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  • Burke, Murray D.
  • Feng, Dandong

Abstract

The proportional hazards regression model, when subjects enter the study in a staggered fashion, is studied. A strong martingale approach is used to model the two-time parameter counting processes. It is shown that well-known univariate results such as weak convergence and martingale inequalities can be extended to this two-dimensional model. Strong martingale theory is also used to prove weight convergence of a general weighted goodness-of-fit process and its weighted bootstrap counterpart.

Suggested Citation

  • Burke, Murray D. & Feng, Dandong, 2006. "The proportional hazards regression model with staggered entries: A strong martingale approach," Stochastic Processes and their Applications, Elsevier, vol. 116(8), pages 1195-1214, August.
    • Handle: RePEc:eee:spapps:v:116:y:2006:i:8:p:1195-1214
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    References listed on IDEAS

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    1. Ivanoff, B. Gail, 1996. "Stopping times and tightness for multiparameter martingales," Statistics & Probability Letters, Elsevier, vol. 28(2), pages 111-114, June.
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