The Kaplan-Meier Integral in the Presence of Covariates: A Review

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

Standard

The Kaplan-Meier Integral in the Presence of Covariates : A Review. / Gerds, Thomas A.; Beyersmann, Jan; Starkopf, Liis; Frank, Sandra; van der Laan, Mark J.; Schumacher, Martin.

From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute. ed. / Dietmar Ferger; Wenceslao González Manteiga; Thorsten Schmidt; Jane-Ling Wang . Springer, 2017. p. 25-41.

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

Harvard

Gerds, TA, Beyersmann, J, Starkopf, L, Frank, S, van der Laan, MJ & Schumacher, M 2017, The Kaplan-Meier Integral in the Presence of Covariates: A Review. in D Ferger, W González Manteiga, T Schmidt & J-L Wang (eds), From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute. Springer, pp. 25-41. https://doi.org/10.1007/978-3-319-50986-0_2

APA

Gerds, T. A., Beyersmann, J., Starkopf, L., Frank, S., van der Laan, M. J., & Schumacher, M. (2017). The Kaplan-Meier Integral in the Presence of Covariates: A Review. In D. Ferger, W. González Manteiga, T. Schmidt, & J-L. Wang (Eds.), From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute (pp. 25-41). Springer. https://doi.org/10.1007/978-3-319-50986-0_2

Vancouver

Gerds TA, Beyersmann J, Starkopf L, Frank S, van der Laan MJ, Schumacher M. The Kaplan-Meier Integral in the Presence of Covariates: A Review. In Ferger D, González Manteiga W, Schmidt T, Wang J-L, editors, From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute. Springer. 2017. p. 25-41 https://doi.org/10.1007/978-3-319-50986-0_2

Author

Gerds, Thomas A. ; Beyersmann, Jan ; Starkopf, Liis ; Frank, Sandra ; van der Laan, Mark J. ; Schumacher, Martin. / The Kaplan-Meier Integral in the Presence of Covariates : A Review. From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute. editor / Dietmar Ferger ; Wenceslao González Manteiga ; Thorsten Schmidt ; Jane-Ling Wang . Springer, 2017. pp. 25-41

Bibtex

@inbook{ce8909be177d4e3684800e0bd2897983,
title = "The Kaplan-Meier Integral in the Presence of Covariates: A Review",
abstract = "In a series of papers, Winfried Stute introduced and studied the Kaplan-Meier integral as an estimator of parameters of the joint distribution of survival times and covariates based on right censored survival times. We present a review of this work and show that his estimator has an inverse probability of censoring weighting (IPCW) representation. We further investigate large sample bias and efficiency. As a central application in a biostatistical context, Kaplan-Meier integrals are used to estimate transition probabilities in a non-Markov illness-death model. We extend already existing approaches by introducing a novel estimator that also works in the presence of additional left truncation. This application illustrates that Winfried Stute{\textquoteright}s work can successfully be used to develop inferential statistical methods in complex survival models.",
author = "Gerds, {Thomas A.} and Jan Beyersmann and Liis Starkopf and Sandra Frank and {van der Laan}, {Mark J.} and Martin Schumacher",
year = "2017",
doi = "10.1007/978-3-319-50986-0_2",
language = "English",
isbn = "978-3-319-50985-3 ",
pages = "25--41",
editor = "Dietmar Ferger and {Gonz{\'a}lez Manteiga}, Wenceslao and Thorsten Schmidt and {Wang }, Jane-Ling",
booktitle = "From Statistics to Mathematical Finance",
publisher = "Springer",
address = "Switzerland",

}

RIS

TY - CHAP

T1 - The Kaplan-Meier Integral in the Presence of Covariates

T2 - A Review

AU - Gerds, Thomas A.

AU - Beyersmann, Jan

AU - Starkopf, Liis

AU - Frank, Sandra

AU - van der Laan, Mark J.

AU - Schumacher, Martin

PY - 2017

Y1 - 2017

N2 - In a series of papers, Winfried Stute introduced and studied the Kaplan-Meier integral as an estimator of parameters of the joint distribution of survival times and covariates based on right censored survival times. We present a review of this work and show that his estimator has an inverse probability of censoring weighting (IPCW) representation. We further investigate large sample bias and efficiency. As a central application in a biostatistical context, Kaplan-Meier integrals are used to estimate transition probabilities in a non-Markov illness-death model. We extend already existing approaches by introducing a novel estimator that also works in the presence of additional left truncation. This application illustrates that Winfried Stute’s work can successfully be used to develop inferential statistical methods in complex survival models.

AB - In a series of papers, Winfried Stute introduced and studied the Kaplan-Meier integral as an estimator of parameters of the joint distribution of survival times and covariates based on right censored survival times. We present a review of this work and show that his estimator has an inverse probability of censoring weighting (IPCW) representation. We further investigate large sample bias and efficiency. As a central application in a biostatistical context, Kaplan-Meier integrals are used to estimate transition probabilities in a non-Markov illness-death model. We extend already existing approaches by introducing a novel estimator that also works in the presence of additional left truncation. This application illustrates that Winfried Stute’s work can successfully be used to develop inferential statistical methods in complex survival models.

UR - https://link-springer-com.ep.fjernadgang.kb.dk/chapter/10.1007/978-3-319-50986-0_2

U2 - 10.1007/978-3-319-50986-0_2

DO - 10.1007/978-3-319-50986-0_2

M3 - Book chapter

SN - 978-3-319-50985-3

SP - 25

EP - 41

BT - From Statistics to Mathematical Finance

A2 - Ferger, Dietmar

A2 - González Manteiga, Wenceslao

A2 - Schmidt, Thorsten

A2 - Wang , Jane-Ling

PB - Springer

ER -

ID: 196040662