##### Department of Mathematics,

University of California San Diego

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### Math 288 - Statistics

## John O'Quigley

#### UCSD

## Using functions of Brownian motion to test for regression effectin survival studies

##### Abstract:

Regression models in survival can be expressed in great generality as non proportional hazards models. The particular case of proportional hazards has seen wide application in practice. Inference for these models is difficult and appeals to non standard statistical techniques such as the partial likelihood. One purpose of this talk is to show that standard methods can be used following from simple applications of Donsker's theorem. Brownian motion, Brownian motion with drift, Integrated Brownian motion and Ornstein-Uhlenbeck processes can all be used to throw light on real problems arising in survival analysis.

Host:

### April 20, 2003

### 5:00 PM

### AP&M 5829

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