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Recent Developments in Censored, Non-Markov Multi-State Models

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Combining Soft Computing and Statistical Methods in Data Analysis

Part of the book series: Advances in Intelligent and Soft Computing ((AINSC,volume 77))

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Abstract

Nonparametric estimation of transition probabilities for a censored multi-state model is traditionally performed under a Markov assumption. However, this assumption may (and will) fail in some applications, leading to the inconsistency of the time-honoured Aalen-Johansen estimator. In such a case, alternative (non-Markov) estimators are needed. In this work we review some recent developments in this area. We also review the key problem of testing if a given (censored) multi-state model is Markov, giving modern ideas for the construction of an omnibus test statistic.

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de Uña-Álvarez, J. (2010). Recent Developments in Censored, Non-Markov Multi-State Models. In: Borgelt, C., et al. Combining Soft Computing and Statistical Methods in Data Analysis. Advances in Intelligent and Soft Computing, vol 77. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-14746-3_22

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  • DOI: https://doi.org/10.1007/978-3-642-14746-3_22

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-14745-6

  • Online ISBN: 978-3-642-14746-3

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