List of Tables |
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xvii | |
List of Figures xxi |
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Notation |
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xxvii | |
Preface |
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xxix | |
I Introduction |
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1 | (60) |
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3 | (32) |
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3 | (1) |
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4 | (4) |
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4 | (1) |
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1.2.2 Interval and left censoring |
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4 | (1) |
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1.2.3 Some special cases of interval censoring |
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5 | (2) |
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1.2.4 Doubly interval censoring |
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7 | (1) |
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8 | (1) |
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1.3 Ignoring interval censoring |
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8 | (5) |
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1.4 Independent noninformative censoring |
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13 | (2) |
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1.4.1 Independent noninformative right censoring |
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13 | (1) |
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1.4.2 Independent noninformative interval censoring |
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14 | (1) |
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1.5 Frequentist inference |
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15 | (5) |
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1.5.1 Likelihood for interval-censored data |
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15 | (2) |
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1.5.2 Maximum likelihood theory |
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17 | (3) |
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1.6 Data sets and research questions |
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20 | (10) |
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20 | (2) |
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1.6.2 Breast cancer study |
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22 | (1) |
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1.6.3 AIDS clinical trial |
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22 | (1) |
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1.6.4 Sensory shelf life study |
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23 | (2) |
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1.6.5 Survey on mobile phone purchases |
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25 | (2) |
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27 | (1) |
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1.6.7 Signal Tandmobiel study |
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28 | (2) |
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1.7 Censored data in R and SAS |
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30 | (5) |
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30 | (4) |
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34 | (1) |
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2 Inference for right-censored data |
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35 | (26) |
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2.1 Estimation of the survival function |
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35 | (6) |
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2.1.1 Nonparametric maximum likelihood estimation |
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35 | (3) |
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38 | (2) |
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40 | (1) |
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2.2 Comparison of two survival distributions |
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41 | (5) |
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2.2.1 Review of significance tests |
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41 | (3) |
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44 | (1) |
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45 | (1) |
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46 | (17) |
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2.3.1 Proportional hazards model |
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46 | (7) |
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2.3.1.1 Model description and estimation |
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46 | (1) |
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47 | (3) |
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50 | (2) |
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52 | (1) |
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2.3.2 Accelerated failure time model |
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53 | (10) |
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2.3.2.1 Model description and estimation |
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53 | (2) |
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55 | (1) |
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56 | (2) |
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58 | (3) |
II Frequentist methods for interval-censored data |
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61 | (220) |
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3 Estimating the survival distribution |
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63 | (42) |
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3.1 Nonparametric maximum likelihood |
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63 | (14) |
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63 | (4) |
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67 | (1) |
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68 | (3) |
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71 | (6) |
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77 | (8) |
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78 | (1) |
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78 | (1) |
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78 | (2) |
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80 | (2) |
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82 | (3) |
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85 | (19) |
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3.3.1 Logspline density estimation |
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85 | (5) |
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3.3.1.1 A smooth approximation to the density |
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85 | (1) |
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3.3.1.2 Maximum likelihood estimation |
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86 | (1) |
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87 | (3) |
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3.3.2 Classical Gaussian mixture model |
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90 | (3) |
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3.3.3 Penalized Gaussian mixture model |
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93 | (12) |
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99 | (5) |
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104 | (1) |
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4 Comparison of two or more survival distributions |
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105 | (26) |
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4.1 Nonparametric comparison of survival curves |
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105 | (22) |
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4.1.1 Weighted log-rank test: derivation |
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107 | (2) |
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4.1.2 Weighted log-rank test: linear form |
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109 | (1) |
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4.1.3 Weighted log-rank test: derived from the linear transformation model |
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109 | (2) |
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4.1.4 Weighted log-rank test: the G ,zγ family |
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111 | (1) |
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4.1.5 Weighted log-rank test: significance testing |
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112 | (5) |
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117 | (6) |
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123 | (4) |
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4.2 Sample size calculation |
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127 | (1) |
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128 | (3) |
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5 The proportional hazards model |
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131 | (48) |
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5.1 Parametric approaches |
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132 | (4) |
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5.1.1 Maximum likelihood estimation |
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132 | (1) |
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132 | (3) |
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135 | (1) |
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5.2 Towards semiparametric approaches |
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136 | (13) |
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5.2.1 Piecewise exponential baseline survival model |
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137 | (4) |
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5.2.1.1 Model description and estimation |
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137 | (1) |
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138 | (2) |
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140 | (1) |
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5.2.2 SemiNonParametric approach |
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141 | (3) |
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5.2.2.1 Model description and estimation |
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141 | (1) |
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142 | (2) |
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5.2.3 Spline-based smoothing approaches |
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144 | (5) |
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5.2.3.1 Two spline-based smoothing approaches |
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144 | (2) |
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146 | (1) |
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147 | (2) |
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5.3 Semiparametric approaches |
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149 | (14) |
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5.3.1 Finkelstein's approach |
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149 | (1) |
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5.3.2 Farrington's approach |
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150 | (3) |
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5.3.3 Iterative convex minorant algorithm |
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153 | (1) |
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5.3.4 Grouped proportional hazards model |
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153 | (1) |
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5.3.5 Practical applications |
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154 | (9) |
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154 | (1) |
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155 | (3) |
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158 | (5) |
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5.4 Multiple imputation approach |
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163 | (7) |
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5.4.1 Data augmentation algorithm |
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163 | (2) |
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5.4.2 Multiple imputation for interval-censored survival times |
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165 | (5) |
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167 | (1) |
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168 | (2) |
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170 | (5) |
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5.5.1 Checking the PH model |
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170 | (2) |
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172 | (1) |
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173 | (2) |
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5.6 Sample size calculation |
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175 | (1) |
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175 | (4) |
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6 The accelerated failure time model |
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179 | (42) |
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180 | (15) |
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6.1.1 Maximum likelihood estimation |
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181 | (6) |
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187 | (6) |
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193 | (2) |
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6.2 Penalized Gaussian mixture model |
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195 | (20) |
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6.2.1 Penalized maximum likelihood estimation |
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196 | (8) |
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204 | (11) |
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6.3 SemiNonParametric approach |
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215 | (1) |
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216 | (1) |
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216 | (1) |
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6.5 Sample size calculation |
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216 | (3) |
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6.5.1 Computational approach |
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216 | (2) |
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218 | (1) |
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219 | (2) |
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7 Bivariate survival times |
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221 | (32) |
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7.1 Nonparametric estimation of the bivariate survival function |
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222 | (7) |
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7.1.1 The NPMLE of a bivariate survival function |
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222 | (3) |
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225 | (3) |
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228 | (1) |
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229 | (3) |
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7.2.1 Model description and estimation |
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229 | (1) |
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230 | (1) |
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231 | (1) |
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232 | (8) |
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232 | (4) |
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7.3.2 Estimation procedures |
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236 | (3) |
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239 | (1) |
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7.4 Flexible survival models |
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240 | (3) |
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7.4.1 The penalized Gaussian mixture model |
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240 | (2) |
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242 | (1) |
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7.5 Estimation of the association parameter |
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243 | (7) |
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7.5.1 Measures of association |
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244 | (1) |
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7.5.2 Estimating measures of association |
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245 | (3) |
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248 | (2) |
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250 | (1) |
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250 | (3) |
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253 | (28) |
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8.1 Doubly interval-censored data |
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254 | (8) |
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254 | (6) |
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260 | (2) |
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8.2 Regression models for clustered data |
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262 | (12) |
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263 | (7) |
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265 | (3) |
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268 | (2) |
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8.2.2 A marginal approach to correlated survival times |
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270 | (4) |
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8.2.2.1 Independence working model |
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270 | (1) |
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271 | (3) |
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8.3 A biplot for interval-censored data |
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274 | (5) |
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274 | (1) |
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8.3.2 Extension to interval-censored observations |
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275 | (3) |
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278 | (1) |
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279 | (2) |
III Bayesian methods for interval-censored data |
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281 | (186) |
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283 | (42) |
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284 | (11) |
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9.1.1 Parametric versus nonparametric Bayesian approaches |
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285 | (1) |
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9.1.2 Bayesian data augmentation |
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285 | (2) |
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9.1.3 Markov chain Monte Carlo |
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287 | (2) |
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9.1.4 Credible regions and contour probabilities |
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289 | (2) |
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9.1.5 Selecting and checking the model |
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291 | (4) |
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9.1.6 Sensitivity analysis |
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295 | (1) |
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9.2 Nonparametric Bayesian. inference |
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295 | (7) |
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9.2.1 Bayesian nonparametric modelling of the hazard function |
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297 | (2) |
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9.2.2 Bayesian nonparametric modelling of the distribution function |
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299 | (3) |
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302 | (4) |
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9.3.1 WinBUGS and OpenBUGS |
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302 | (1) |
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303 | (3) |
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306 | (1) |
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306 | (1) |
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306 | (1) |
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9.4 Applications for right-censored data |
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306 | (17) |
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307 | (9) |
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308 | (7) |
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315 | (1) |
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9.4.2 Nonparametric Bayesian estimation of a survival curve |
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316 | (2) |
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317 | (1) |
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9.4.3 Semiparametric Bayesian survival analysis |
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318 | (7) |
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321 | (2) |
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323 | (2) |
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10 Bayesian estimation of the survival distribution for interval-censored observations |
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325 | (30) |
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10.1 Bayesian parametric modelling |
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325 | (10) |
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326 | (5) |
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331 | (4) |
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10.2 Bayesian smoothing methods |
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335 | (8) |
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10.2.1 Classical Gaussian mixture |
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335 | (8) |
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339 | (4) |
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10.2.2 Penalized Gaussian mixture |
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343 | (1) |
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10.3 Nonparametric Bayesian estimation |
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343 | (10) |
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10.3.1 The Dirichlet Process prior approach |
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343 | (4) |
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345 | (2) |
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10.3.2 The Dirichlet Process Mixture approach |
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347 | (8) |
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348 | (5) |
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353 | (2) |
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11 The Bayesian proportional hazards model |
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355 | (26) |
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355 | (13) |
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356 | (9) |
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365 | (3) |
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11.2 PH model with flexible baseline hazard |
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368 | (12) |
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11.2.1 Bayesian PH model with a smooth baseline hazard |
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368 | (4) |
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369 | (3) |
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11.2.2 PH model with piecewise constant baseline hazard |
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372 | (9) |
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376 | (4) |
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11.3 Semiparametric PH model |
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380 | (1) |
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380 | (1) |
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12 The Bayesian accelerated failure time model |
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381 | (42) |
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12.1 Bayesian parametric AFT model |
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381 | (8) |
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384 | (3) |
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387 | (2) |
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12.2 AFT model with a classical Gaussian mixture as an error distribution |
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389 | (14) |
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395 | (8) |
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12.3 AFT model with a penalized Gaussian mixture as an error distribution |
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403 | (9) |
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408 | (4) |
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12.4 Bayesian semiparametric AFT model |
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412 | (9) |
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418 | (3) |
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421 | (2) |
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423 | (44) |
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424 | (16) |
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13.1.1 Parametric shared frailty models |
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424 | (6) |
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426 | (3) |
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429 | (1) |
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13.1.2 Flexible shared frailty models |
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430 | (10) |
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436 | (4) |
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13.1.3 Semiparametric shared frailty models |
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440 | (1) |
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440 | (17) |
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13.2.1 Parametric bivariate models |
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440 | (4) |
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441 | (2) |
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443 | (1) |
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13.2.2 Bivariate copula models |
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444 | (1) |
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13.2.3 Flexible bivariate models |
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445 | (6) |
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448 | (3) |
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13.2.4 Semiparametric bivariate models |
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451 | (4) |
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451 | (4) |
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455 | (2) |
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13.3 Doubly interval censoring |
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457 | (9) |
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13.3.1 Parametric modelling of univariate DI-censored data |
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457 | (4) |
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458 | (3) |
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13.3.2 Flexible modelling of univariate DI-censored data |
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461 | (2) |
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462 | (1) |
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13.3.3 Semiparametric modelling of univariate DI-censored data |
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463 | (2) |
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465 | (1) |
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13.3.4 Modelling of multivariate DI-censored data |
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465 | (1) |
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466 | (1) |
IV Concluding remarks |
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467 | (14) |
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14 Omitted topics and outlook |
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469 | (12) |
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469 | (9) |
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14.1.1 Competing risks and multistate models |
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470 | (1) |
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14.1.2 Survival models with a cured subgroup |
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471 | (1) |
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472 | (1) |
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14.1.4 Informative censoring |
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472 | (2) |
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14.1.5 Interval-censored covariates |
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474 | (1) |
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14.1.6 Joint longitudinal and survival models |
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475 | (2) |
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14.1.7 Spatial-temporal models |
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477 | (1) |
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14.1.8 Time points measured with error |
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477 | (1) |
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14.1.9 Quantile regression |
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478 | (1) |
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478 | (3) |
V Appendices |
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481 | (66) |
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483 | (6) |
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483 | (1) |
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483 | (2) |
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A.3 Survey on mobile phone purchases |
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485 | (1) |
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485 | (1) |
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A.5 Signal Tandmobiel study |
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486 | (3) |
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489 | (12) |
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490 | (1) |
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B.2 Log-logistic LG(γ, α) |
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490 | (1) |
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491 | (1) |
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492 | (1) |
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492 | (1) |
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493 | (1) |
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493 | (3) |
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496 | (1) |
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496 | (1) |
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B.10 R and BUGS parametrization |
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497 | (4) |
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501 | (10) |
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C.1 Beta prior: Beta(α1, α2) |
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502 | (1) |
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C.2 Dirichlet prior: Dir(α) |
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503 | (1) |
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504 | (1) |
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C.4 Inverse gamma prior: IG(α, β) |
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505 | (1) |
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C.5 Wishart prior: Wishart(R, k) |
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506 | (1) |
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C.6 Inverse Wishart prior: Wishart(R, k) |
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507 | (1) |
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C.7 Link between Beta, Dirichlet and Dirichlet Process prior |
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508 | (3) |
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D Description of selected R packages |
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511 | (14) |
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511 | (1) |
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512 | (1) |
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513 | (2) |
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515 | (1) |
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516 | (1) |
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517 | (1) |
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518 | (1) |
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519 | (3) |
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522 | (1) |
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523 | (2) |
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E Description of selected SAS procedures |
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525 | (10) |
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525 | (2) |
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527 | (1) |
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527 | (3) |
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530 | (5) |
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535 | (12) |
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F.1 Iterative Convex Minorant (ICM) algorithm |
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535 | (1) |
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F.2 Regions of possible support for bivariate interval-censored data |
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536 | (3) |
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F.2.1 Algorithm of Gentleman and Vandal (2001) |
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536 | (1) |
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F.2.2 Algorithm of Bogaerts and Lesaffre (2004) |
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537 | (1) |
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F.2.3 Height map algorithm of Maathuis (2005) |
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538 | (1) |
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539 | (8) |
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540 | (1) |
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540 | (1) |
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F.3.3 Natural cubic splines |
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541 | (1) |
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F.3.4 Truncated power series |
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541 | (1) |
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541 | (2) |
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F.3.6 M-splines and I-splines |
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543 | (1) |
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F.3.7 Penalized splines (P-splines) |
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543 | (4) |
References |
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547 | (21) |
Author Index |
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568 | (9) |
Subject Index |
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577 | |