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Analyse de durées de vie : analyse séquentielle du modèle des risques proportionnels et tests d'homogénéité

Abstract : The first part deals with sequential estimation for the Cox model with right-censored data. First we describe the way to define stopping rule with a certain quality of estimation. It leads us to consider random sample sizes and we show that the asymptotic behaviour of the sequential estimations is similar with the deterministic ones. We extend these properties for the multidimensional case and simulations give us an numerical approach for the asymptotic behaviour of sequential estimates. This first part ends with a theorical study of the stopping variable behaviour in the frame of sequential confidence intervals. We establish there the asymptotic normality of the normalized stopping rule. Our aim in the second part is to build homogeneity tests in the frame of nonparametric lifetime data model including right-censorship and covariates. A test is established and its asymptotic law is obtained.
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https://tel.archives-ouvertes.fr/tel-00005524
Contributor : Christelle Breuils <>
Submitted on : Sunday, April 4, 2004 - 1:32:01 PM
Last modification on : Wednesday, September 5, 2018 - 3:15:59 PM
Long-term archiving on: : Wednesday, September 12, 2012 - 2:30:22 PM

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  • HAL Id : tel-00005524, version 1

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Christelle Breuils. Analyse de durées de vie : analyse séquentielle du modèle des risques proportionnels et tests d'homogénéité. Mathématiques [math]. Université de Technologie de Compiègne, 2003. Français. ⟨tel-00005524⟩

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