Original title: Náhodné procesy indexované množinami
Translated title: Set-indexed stochastic processes
Authors: Schenk, Martin ; Pawlas, Zbyněk (advisor) ; Rataj, Jan (referee)
Document type: Master’s theses
Year: 2008
Language: eng
Abstract: This thesis deals with the problem of estimating the joint probability distribution of a marked process' parameters from a censored data. First, a Nelson-Aalen estimator of the cumulative hazard rate for one-dimensional case is constructed. This estimator is then smoothed by using a kernel function estimator. Then, a Kaplan-Meier estimator of the survival function is brought in. Further, a theory of set-indexed random processes is built up to be a base for the construction of a generalized Nelson-Aalen estimator of the cumulative hazard rate, which is then again smoothed. For a special case, a generalized Kaplan-Meier estimator of the multidimensional survival function is constructed. The application of the mentioned generalized estimators is shown on a particular case. These estimators are then used on simulated data.

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/14895

Permalink: http://www.nusl.cz/ntk/nusl-480268


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Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses