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Nonparametric Estimation of Partial Transition Probabilities in Multiple Decrement Models

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Aalen, Odd·1978·The Annals of Statistics

Abstract

Nonparametric estimators are proposed for transition probabilities in partial Markov chains relative to multiple decrement models. The estimators are generalizations of the product limit estimator. We study the bias of the estimators, prove a strong consistency result and derive asymptotic normality of the estimators considered as stochastic processes. We also compute their efficiency relative to the maximum likelihood estimators in the case of constant forces of transition.

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Metadata

Authors
Aalen, O.
Venue
The Annals of Statistics
Published
1978-05-01
Volume
6
Issue
3
ISSN
0090-5364 (ISSN-L)
OpenAlex
W2087686895
Cited by
300
References
12
FWCI
1.05
Type
journal article
Language
en
Open access
bronze

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CoChat. (2026). Citation check: Nonparametric Estimation of Partial Transition Probabilities in Multiple Decrement Models. https://app.cochat.ai/papers/10.1214/aos/1176344198
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Aalen, O. (1978). Nonparametric Estimation of Partial Transition Probabilities in Multiple Decrement Models. The Annals of Statistics. https://doi.org/10.1214/aos/1176344198

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

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