Abstract
Preface. 0. The Applied Setting. 1. The Counting Process and Martingale Framework. 2. Local Square Integrable Martingales. 3. Finite Sample Moments and Large Sample Consistency of Tests and Estimators. 4. Censored Data Regression Models and Their Application. 5. Martingale Central Limit Theorem. 6. Large Sample results of the Kaplan-Meier Estimator. 7. Weighted Logrank Statistics. 8. Distribution Theory for Proportional Hazards Regression. Appendix A: Some Results from stieltjes Integration and Probability Theory. Appendix B: An Introduction to Weak convergence. Appendix C: The Martingale Central Limit Theorem: Some Preliminaries. Appendix D: Data. Appendix E: Exercises. Bibliography. Notation. Author Index. Subject Index.
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