Syllabus
1. Censored random variable. 2.
Parametric models for censored data. 2. Counting processes and martingales for censored data. 3.
Nonparametric estimation of hazard and survival function. 4. Nonparametric two-sample tests. 5.
Cox regression model.
Annotation
The course connects probability theory (martingales), theoretical statistics (rank tests), reliability theory and survival theory. It will cover counting processes, survival function and hazard function estimates, parametric models, two- and k-sample tests for censored data, regression models.
Practice sessions include theoretical exercises and practical applications.