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State Occupation Probabilities in Non-Markov Models
Mathematical Methods of Statistics Pub Date : 2020-01-24 , DOI: 10.3103/s1066530719040033
M. Overgaard

The consistency of the Aalen—Johansen-derived estimator of state occupation probabilities in non-Markov multi-state settings is studied and established via a new route. This new route is based on interval functions and relies on a close connection between additive and multiplicative transforms of interval functions, which is established. Under certain assumptions, the consistency follows from explicit expressions of the additive and multiplicative transforms related to the transition probabilities as interval functions, which are obtained, in combination with certain censoring and positivity assumptions

中文翻译:

非马尔可夫模型中的状态职业概率

研究并通过一条新途径建立了非马尔可夫多州环境中Aalen-Johansen派生的州占领概率估计量的一致性。此新路线基于区间函数,并依赖于已建立的区间函数的加法变换和乘法变换之间的紧密联系。在某些假设下,一致性来自与过渡概率相关的加法和乘法变换的显式表达式作为区间函数,这些表达式是结合某些检查和阳性假设而获得的
更新日期:2020-01-24
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