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
https://data.isiscb.org/isis/citation/CBB001021426/

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Authors & Contributors
Shafer, Glenn
Mazliak, Laurent
Esselborn, Stefan
Zachmann, Karin
Watanabe, Shinzo
Terdimou, Maria
Journals
Journal Electronique d'Histoire des Probabilités et de la Statistique
Historical Records of Australian Science
Science, Technology and Human Values
Science
Physics in Perspective
Kritiki: Critical Science & Education
Publishers
Johns Hopkins University Press
Springer Nature
Concepts
Mathematics
Probability and statistics
Martingales (mathematics)
Risk
Stochastic or random processes
Risk assessment
People
Ville, Jean-André
Wald, Abraham
Schnorr, Claus P.
Mises, Richard von
Luce, Robert Duncan
Lévy, Paul
Time Periods
20th century, late
20th century
21st century
Places
United States
France
Australia
Japan
Greece
Germany
Institutions
Australian National University
Brookhaven National Laboratory (United States)
Lawrence Berkeley Laboratory
Centre National de la Recherche Scientifique (France)
Columbia University (New York City)
Australian Academy of Science
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