The paper traces the development of the use of martingale methods in survival analysis from the mid 1970's to the early 1990's. This development was initiated by Aalen's Berkeley PhD-thesis in 1975, progressed through the work on estimation of Markov transition probabilities, non-parametric tests and Cox's regression model in the late 1970's and early 1980's, and it was consolidated in the early 1990's with the publication of the monographs by Fleming and Harrington (1991) and Andersen, Borgan, Gill and Keiding (1993). The development was made possible by an unusually fast technology transfer of pure mathematical concepts, primarily from French probability, into practical biostatistical methodology, and we attempt to outline some of the personal relationships that helped this happen. We also point out that survival analysis was ready for this development since the martingale ideas inherent in the deep understanding of temporal development so intrinsic to the French theory of processes were already quite close to the surface in survival analysis.
翻译:论文追溯了20世纪70年代中期至20世纪90年代初在生存分析中使用马丁格尔方法的发展。这一发展是由Aalen的伯克利博士论文于1975年发起的,在20世纪70年代末和20世纪80年代初,通过估计Markov过渡概率、非参数测试和Cox回归模型的工作取得了进展。1990年代初,随着Fleming和Harrington的专著(1991年)和Andersen、Borgan、Gill和Keyiden的出版(1993年)的出版,这一发展得以巩固下来。这一发展是由于将纯数学概念,主要是从法国的概率转移到实际的生物统计学方法,技术异常快速地转移成为可能,我们试图概述促成这一变化的一些个人关系。我们还指出,生存分析已经为这一发展做好准备,因为对时间发展的深刻理解所固有的那些与法国过程理论内在的martingale概念已经非常接近于生存分析的表面。