| Autor: |
Odile Pons, Natacha Heutte, Catherine Huber-Carol |
| Rok vydání: |
2006 |
| Předmět: |
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| Zdroj: |
Probability, Statistics and Modelling in Public Health ISBN: 0387260226 |
| DOI: |
10.1007/0-387-26023-4_15 |
| Popis: |
In the analysis of a multi-state process with a finite number of states, a semi-Markov model allows to weaken the often used Markov assumption. The behavior of the process is defined through the initial probabilities on the set of possible states, the direct transition probabilities from any state to any other state and the sojourn times distributions as functions of the actual state and the state reached from there at the end of the sojourn. The most usual model in this framework is the socalled independent competing risk model. Then the transition probabilities can be deduced from the distribution of the sojourn times. For both cases, this submodel and the general one, we propose estimators of the transition probabilities and the distribution functions of the sojourn times when n i.i.d. sample paths of the process are observed under right-censoring. A comparison of the estimators allows us to test for an ICR model against the general semi-Markov model and a simulation study is performed. |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
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