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Preface to Second Edition | |
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Preface to First Edition | |
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Basic Concepts and Models | |
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Introduction | |
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Lifetime Distributions | |
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Continuous Models | |
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Discrete Models | |
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A General Formulation | |
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Some Remarks on the Hazard Function | |
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Some Important Models | |
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The Exponential Distribution | |
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The Weibull Distribution | |
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The Log-Normal Distribution | |
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The Log-Logistic Distribution | |
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The Gamma Distribution | |
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Log-Location-Scale Models | |
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The Inverse Gaussian Distribution | |
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Models with Piecewise Constant or Polynomial Hazard Functions | |
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Some Other Models | |
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Mixture Models | |
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Regression Models | |
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Multiple Lifetimes and Multiple Modes of Failure | |
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Some Comments on Model Selection and Statistical Analysis | |
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Bibliographic Notes | |
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Computational Notes | |
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Problems and Supplements | |
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Observation Schemes, Censoring, and Likelihood | |
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Introduction | |
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Right Censoring and Maximum Likelihood | |
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Some Types of Right Censoring | |
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A General Formulation of Right Censoring | |
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Likelihood Inference with Censored Data | |
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Other Types of Incomplete Data | |
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Intermittent Observation and Interval Censoring | |
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Double Censoring | |
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Remarks on Missing Data | |
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Truncation and Selection Effects | |
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Delayed Entry and Left Truncation | |
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Retrospective Observation and Selection Effects | |
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Information and Design Issues | |
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Bibliographic Notes | |
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Problems and Supplements | |
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Some Nonparametric and Graphical Procedures | |
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Introduction | |
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Nonparametric Estimation of a Survivor Function and Quantiles | |
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The Product-Limit Estimate | |
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The Nelson-Aalen Estimate | |
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Interval Estimation of Survival Probabilities or Quantiles | |
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Asymptotic Properties of Estimators | |
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Descriptive and Diagnostic Plots | |
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Plots Involving Survivor or Cumulative Hazard Functions | |
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Classic Probability Plots | |
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Estimation of Hazard or Density Functions | |
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General Remarks | |
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Some Simple Procedures and an Example | |
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Methods for Truncated and INterval Censored Data | |
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Left-Truncated Data | |
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Right-Truncated Data | |
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Interval-Censored Data | |
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Life Tables | |
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Standard Life Table Methods | |
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Theory for Life Table Methodology | |
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Bibliographic Notes | |
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Computational Notes | |
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Problems and Supplements | |
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Inference Procedures for Parametric Models | |
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Inference Procedures for Exponential Distributions | |
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Methods Based on Large-Sample Theory | |
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Exact Methods for Certain Life Tests | |
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Comparison of Distributions | |
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Planning Experiments or Life Tests | |
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Inference Procedures for Some Other Models | |
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The Gamma Distribution | |
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The Inverse Gaussian Distribution | |
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Models with Polynomial-Based Hazard Functions | |
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Grouped, Interval Censored, or Truncated Data | |
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Grouped Lifetimes | |
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Interval-Censored Data | |
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Truncated Data | |
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Mixture Models | |
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Threshold Parameters | |
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General Remarks | |
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The Three-Parameter Weibull Distribution | |
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The Two-Parameter Exponential Distribution | |
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Prediction Intervals | |
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Bibliographic Notes | |
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Computational Notes | |
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Problems and Supplements | |
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Inference Procedures for Log-Location-Scale Distributions | |
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Inference for Location-Scale Distributions | |
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Likelihood-Based Methods | |
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Exact Procedures Under Type 2 Censoring | |
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Weibull and Extreme-Value Distributions | |
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Likelihood-Based Inference Procedures | |
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Exact Confidence Intervals Under Type 2 Censoring | |
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Log-Normal and Log-Logistic Distributions | |
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Inferences for Log-Normal and Normal Models | |
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Inferences for Log-Logistic and Logistic Models | |
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Examples | |
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Comparison of Distributions | |
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General Methods for Comparing (Log-) Location-Scale Distributions | |
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Comparison of Weibull or Extreme Value Distributions | |
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Comparison of Log-Normal or Log-Logistic Distributions | |
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Models with Additional Shape Parameters | |
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Introduction | |
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The Generalized Log-Burr Distribution | |
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The Generalized Log-Gamma Distribution | |
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Planning Experiments or Life Tests | |
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Information Calculations Under Type 1 or Type 2 Censoring | |
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Formal Tests and Acceptance Procedures | |
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An Example | |
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Bibliographic Notes | |
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Computational Notes | |
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Problems and Supplements | |
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Parametric Regression Models | |
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Introduction | |
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Log-Location-Scale (Accelerated Failure Time) Regression Models | |
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Proportional Hazards Regression Models | |
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Other Regression Models | |
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Graphical Methods and Model Assessment | |
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Looking for Models | |
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Assessment of Fitted Models | |
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Inference for Log-Location-Scale (Accelerated Failure Time) Models | |
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Likelihood Methods | |
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Weibull and Extreme Value Regression Models | |
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Normal-Log-Normal and Logistic-Log-Logistic Regression Models | |
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Some Comments on Least Squares, Robustness, and Efficiency | |
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Experimental Design | |
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Extensions of Log-Location-Scale Models | |
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Families of Error Distributions | |
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Variable Scale Parameters | |
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Time-Varying Covariates | |
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Some Other Models | |
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Hazard-Based Models | |
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Mechanistic Models | |
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Transformations and Some Other Models | |
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Bibliographic Notes | |
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Computational Notes | |
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Problems and Supplements | |
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Semiparametric Multiplicative Hazards Regression Models | |
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Methods for Continuous Multiplicative Hazards Models | |
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Estimation and Tests for [beta] | |
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Comparison of Two or More Lifetime Distributions | |
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Justification and Properties of the Likelihood Function L([beta]) | |
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Adjustments for Tied Lifetimes | |
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Estimation of H[subscript 0](t) or S[subscript 0](t) | |
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Stratification | |
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Left Truncation and Delayed Entry | |
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Time-Varying Covariates | |
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Model Checking | |
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Examples | |
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Methods for Grouped or Discrete Lifetimes | |
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Regression Analysis of Grouped Lifetimes | |
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Testing the Equality of Distributions with Grouped Data | |
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Discrete-Time Hazard-Based Models | |
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Semiparametric Maximum Likelihood | |
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Estimation from Continuous Observation | |
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Estimation from Incomplete Data | |
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Bibliographic Notes | |
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Computational Notes | |
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Problems and Supplements | |
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Rank-Type and Other Semiparametric Procedures for Log-Location-Scale Models | |
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Rank Tests for Comparing Distributions | |
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Linear Rank Tests for the m-Sample Problem | |
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The Exponential Ordered Scores (Log Rank) Test with Censored Data | |
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The Generalized Wilcoxon Test with Censored Data | |
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Counting Process Formulation of m-Sample Tests | |
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Discussion and Examples | |
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Estimation for Semiparametric AFT Models | |
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Rank-Based Procedures with Fixed Covariates | |
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Rank-Type Procedures with Time-Varying Covariates | |
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Discussion | |
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Bibliographic Notes | |
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Computational Notes | |
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Problems and Supplements | |
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Multiple Modes of Failure | |
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Introduction | |
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Basic Characteristics and Model Specification | |
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Likelihood Function Formulation | |
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Nonparametric Methods | |
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Parametric Methods | |
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Grouped or Discrete Data | |
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Semiparametric Methods for Multiplicative Hazards Models | |
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Estimation of Cumulative Incidence Functions | |
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Bibliographic Notes | |
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Problems and Supplements | |
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Goodness-of-Fit Tests | |
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Introduction | |
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Some General Methods of Testing Fit | |
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Tests Based on Comparing Empirical and Hypothesized Distributions | |
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Model Expansion and Smooth Tests | |
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Tests Based on Grouped Data | |
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Tests of Fit for Specific Distributions | |
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Tests of Fit for the Exponential Distribution | |
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Tests of Fit for the Weibull and Extreme Value Distributions | |
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Tests of Fit for the Normal and Log-Normal Distributions | |
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Additional Remarks | |
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Tests of Fit with Regression Models | |
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General Remarks | |
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Location-Scale Regression Models | |
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Multiplicative Hazards Models | |
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Bibliographic Notes | |
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Problems and Supplements | |
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Beyond Univariate Survival Analysis | |
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Introduction | |
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Multivariate Lifetime Distributions and Clustered Lifetimes | |
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Multivariate Lifetime Distributions | |
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Maximum Likelihood and Pseudolikelihood Methods | |
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An Example | |
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Sequences of Lifetimes | |
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Some Models and Methods | |
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An Example | |
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General Event History Processes | |
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Failure and Related Processes | |
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Some Context and Objectives | |
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Some Approaches to Modeling and Analysis | |
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Bibliographic Notes | |
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Computational Notes | |
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Problems and Supplements | |
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Appendices | |
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Glossary of Notation and Abbreviations | |
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Notation and Symbols | |
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Abbreviations | |
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Asymptotic Variance Formulas, Gamma Functions, and Order Statistics | |
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Asymptotic Variance Formulas | |
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Gamma Functions | |
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Order Statistics | |
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Large-Sample Theory for Likelihood and Estimating Function Methods | |
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Maximum Likelihood Large-Sample Theory | |
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Asymptotic Results and Large-Sample Methods | |
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Marginal, Conditional, and Partial Likelihoods | |
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Estimating Function Asymptotics | |
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Computational Methods and Simulation | |
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Optimization Methods for Maximum Likelihood | |
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Simulation and Bootstrap Methods | |
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Parametric Bootstrap | |
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Nonparametric Bootstrap | |
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Additional Remarks | |
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Inference in Location-Scale Parameter Models | |
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Equivariant Statistics | |
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Pivotals and Ancillaries | |
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Confidence Intervals | |
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Regression Models | |
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Martingales and Counting Processes | |
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Martingales | |
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Counting Processes and Survival Models | |
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Data Sets | |
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Transfusion-Related AIDS Data | |
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Times to First Pulmonary Exacerbation | |
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Breaking Strengths of Carbon Fibers | |
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Lifetimes of Steel Specimens | |
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VA Lung Cancer Survival Data | |
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Survival Times for Persons with Lupus Nephritis | |
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Primary Biliary Cirrhosis (PBC) Data | |
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Diabetic Retinopathy Study Data | |
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Stanford Heart Transplant Data | |
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Colon Cancer Recurrence and Survival Data | |
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References | |
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Author Index | |
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Subject Index | |