Notifications
Exam terms will be organized upon email request and consequently announced in the SIS. The capacity of each exam term will be limited to two students.
This archived web page provides an access to recorded lectures from the last year.
Schedule
Lecture | |||
Tuesday | 12:20 - 13:50 | K8 | |
Exercise Class | |||
Tuesday | 14:00 - 15:30 | K11 | (instructor: Jan Vávra) |
In October, exercise class schedule slots are used for lectures.
Course Materials
Supplementary course materials
Most of the contents of the course is covered by two monographs. Both are available in the library or can be purchased (e.g., from Amazon).
- Fleming TR and Harrington DP. Counting Processes and Survival Analysis. Wiley, New York, 1991.
- Kalbfleisch JD and Prentice RL. The Statistical Analysis of Failure Time Data. Wiley, New York, 2002.
Course Plan
The course covers methods for analysis of censored data: non-negative random variables with time-to-event interpretation whose values are not always fully observed (survival analysis, reliability theory, risk analysis)
The lecture focuses on the development, theoretical justification, and interpretation of the methods.
The exercise classes will teach how to apply these methods to real problems but may include some theoretical tasks as well.
The following topics will be included:
- introduction to censoring, basic terminology
- parametric estimation and testing
- non-parametric estimation and testing
- regression models for censored random variables
Prerequisites
This course assumes the knowledge of linear regression theory and, preferably but not necessarily, generalized linear models. Intermediate-level knowledge of probability theory, continuous martingales, and counting process theory is also required.
Master students of "Probability, statistics and econometrics" must have completed courses NMSA407 Linear Regression and NMTP436 Continuous Martingales and Counting Processes before enrolling in this course.
Master students of "Financial and Insurance Mathematics" must have completed courses NMSA407 Linear Regression and NMFM408 Probability for Finance and Insurance before enrolling in this course.
Requirements for Credit/Exam
Credit:
The credit for the exercise class will be awarded to the student who hands in a satisfactory solution to each assignment by the prescribed deadline.
The nature of these requirements precludes any possibility of repeated attempts to obtain the exercise class credit.
Exam:
The exercise class credit is necessary to sign up for the exam.