The statistical analysis of failure time data. 2nd ed.

*(English)*Zbl 1012.62104
Wiley Series in Probability and Statistics. Chichester: Wiley. xiv, 439 p. (2002).

This book is a collection and unified presentation of statistical models and methods for the analysis of failure time data. It is a revision of the first edition from 1980, see the review Zbl 0504.62096, and contains some new material. The text is divided into eleven chapters. The first four of them are strictly connected with the first edition and deal with survivor function estimation and comparison of survival curves (Chapter 1), statistical models for failure time distributions (Chapter 2), testing and estimation in parametric regression models under selected censoring schemes (Chapter 3) and testing and estimation under semi-parametric Cox models (Chapter 4).

A new Chapter 5 provides an introduction to counting processes and martingale convergence results. The remainder of the book uses notations from counting processes and stochastic integrals. Chapters 6 and 7 are devoted to semi-parametric log-linear failure time models. Chapters 8 through 10 are devoted to aspects of multivariate failure time analysis, including competing risks, modeling and estimation. Chapter 11 contains some more specialized topics, e.g., stratified bivariate failure time analysis, sequential testing with failure time endpoints and Bayesian analysis of the proportional hazards model.

The book can serve as a textbook for a more advanced gradua,te course in biostatistics or statistics. A set of exercises and bibliografic notes at the end of each chapter are included.

A new Chapter 5 provides an introduction to counting processes and martingale convergence results. The remainder of the book uses notations from counting processes and stochastic integrals. Chapters 6 and 7 are devoted to semi-parametric log-linear failure time models. Chapters 8 through 10 are devoted to aspects of multivariate failure time analysis, including competing risks, modeling and estimation. Chapter 11 contains some more specialized topics, e.g., stratified bivariate failure time analysis, sequential testing with failure time endpoints and Bayesian analysis of the proportional hazards model.

The book can serve as a textbook for a more advanced gradua,te course in biostatistics or statistics. A set of exercises and bibliografic notes at the end of each chapter are included.

Reviewer: Jaroslaw Bartoszewicz (Wrocław)

##### MSC:

62Nxx | Survival analysis and censored data |

62-02 | Research exposition (monographs, survey articles) pertaining to statistics |

62N05 | Reliability and life testing |

62J05 | Linear regression; mixed models |

62M99 | Inference from stochastic processes |