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Article ID: CBB001021426

History of Applications of Martingales in Survival Analysis (2009)

Aalen, Odd (Author)
Andersen, Per Kragh (Author)
Borgan, Ørnulf (Author)
Gill, Richard (Author)
Keiding, Niels (Author)

Journal Electronique d'Histoire des Probabilités et de la Statistique
Volume: 5, no. 1
Issue: 1

Publication Date: 2009
Edition Details: http://www.jehps.net/juin2009/Aalenetal.pdf (Accessed on November 30, 2010). Part of a special issue, “The Splendors and Miseries of Martingales.”
Language: English

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Probability and statistics Technology transfer Martingales (mathematics) Mathematics Risk 20th century, late

Thepapertracesthedevelopmentoftheuseofmartingalemethodsinsur-vivalanalysisfromthemid1970'stotheearly1990's.ThisdevelopmentwasinitiatedbyAalen'sBerkeleyPhD-thesisin1975,progressedthroughtheworkonestimationofMarkovtransitionprobabilities,non-parametrictestsandCox'sregressionmodelinthelate1970'sandearly1980's,anditwasconsolidatedintheearly1990'swiththepublicationofthemonographsbyFlemingandHarrington(1991)andAndersen,Borgan,GillandKeiding(1993).Thedevelopmentwasmadepossiblebyanunusuallyfasttechnologytransferofpuremathematicalconcepts,primarilyfromFrenchprobability,intopracticalbiostatisticalmethodology,andweattempttooutlinesomeofthepersonalrelationshipsthathelpedthishappen.WealsopointoutthatsurvivalanalysiswasreadyforthisdevelopmentsincethemartingaleideasinherentinthedeepunderstandingoftemporaldeveopmentsointrinsictotheFrenchtheoryofprocesseswerealreadyquiteclosetothesurfaceinsurvivalanalysis.

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Article Mazliak, Laurent; Shafer, Glenn (2009) Introduction. Journal Electronique d'Histoire des Probabilités et de la Statistique. unapi

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