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Survival analysis - Coggle Diagram
Survival analysis
Martingales
Martingale Property
Variation and covariation processes
Predictable
Optional
Stopping time
Doob decomposition
Martingale process
Predictable process
Transformation Z = H * X
is 0-mean Martingale if M is 0-mean Martingale
Stochastic integral
adapted process
Left continuity
Doob-Meyer decomposition
sub-Martingale
compensator
Estimators
Nelson-Aalen (A(t))
Rebolledo's theorem
Kaplan Meier (S(t))
Survival function and Hazard rate
Nelson-Aalen estimator
Intensity process
Cumulative intensity process