september - oktober | |
Kursinnehåll: |
Mått och sannolikheter, integraler och väntevärden, betingning. |
Litteratur: | David Williams, Probability with martingales. Cambridge Univ Press, 1991. |
Kursomfattning: | Kap 1 - 9, och delar av appendix. |
Kursansvarig: | Olle Nerman |
november - början av januari | |
Kursinnehåll: |
Svag konvergens, tranformer, centrala och lokala gränsvärdessatser |
Litteratur: | Richard Durrett: Probability: Theory and Examples, 3rd ed., Duxbury Press 2005. |
Kursomfattning: | Kap. 2 i Durrett, plus kompletterande material |
Kursansvarig: | Peter Jagers |
Survival Analysis, 5p
end of January -
Literature: Andersen, Borgan, Gill and
Keiding:
Statistical Methods besed on Counting Processes. Springer.
About the course: it covers survival analysis,
based on the counting processes approach.
This leads to powerful results on the standard estimators of the
basic
estimands, such as
the survival function and cumulative hazard function, in the
nonparametric case, and for
the
analogous estimators as well as for the finite-dimensional
paramaters in the
semiparametric models case
(e.g. the Cox proportional hazards and Aalen's additive
hazards models). We treat nonparametric
tests, frailty models, and nested case-control
sampling methods.
Course coordinator:
Dragi Anevski