Article ID: CBB001021426

History of Applications of Martingales in Survival Analysis (2009)

unapi

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

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

Citation URI
http://data.isiscb.org/isis/citation/CBB001021426/

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Authors & Contributors
Shafer, Glenn
Mazliak, Laurent
Godin, Benoît
Gani, J.
Terdimou, Maria
Seneta, E.
Journals
Journal Electronique d'Histoire des Probabilités et de la Statistique
Historical Records of Australian Science
Science, Technology and Human Values
Kritiki: Critical Science & Education
História, Ciências, Saúde---Manguinhos
Peace and Change: A Journal of Peace Research
Publishers
University of California, Berkeley
Concepts
Probability and statistics
Mathematics
Risk
Martingales (mathematics)
Public health
Science and government
People
Ville, Jean-André
Heyde, Christopher Charles
Le Dantec, Félix
Borel, Felix Édouard Émile
Lévy, Paul
Mises, Richard von
Time Periods
20th century, late
20th century
21st century
Places
Australia
France
Japan
United States
Greece
Brazil
Institutions
Australian National University
Columbia University (New York City)
Australian Academy of Science
Centre National de la Recherche Scientifique (France)
Intergovernmental Panel on Climate Change (IPCC)
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