The place in survival analysis now occupied by proportional hazards models and their generalizations is so large that it is no longer conceivable to offer a course on the subject without devoting at least half of the content to this topic alone. This book focuses on the theory and applications of a very broad class of models - proportional hazards and non-proportional hazards models, the former being viewed as a special case of the latter - which, underlie modern survival analysis.
Unlike other books in this area the emphasis is not on measure theoretic arguments for stochastic integrals and martingales. Instead, while inference based on counting processes and the theory of martingales is covered, much greater weight is placed on more traditional results such as the functional central limit theorem. This change in emphasis allows us in the book to devote much greater consideration to practical issues in modeling. The implications of different models, their practical interpretation, the predictive ability of any model, model construction, and model selection as well as the whole area of miss-specified models receive a great deal of attention.
The book is aimed at both those interested in theory and those interested in applications. Many examples and illustrations are provided. The required mathematical and statistical background for those relatively new to the Held is carefully outlined so that the material is accessible to a broad; range of levels. 
                 
            
            
            
            
                
                    1  Introduction  1 
2  Background: Probability  13 
3  Background: General inference  63 
4  Background: Survival analysis  103 
5  Marginal survival  129 
6  Regression models and subject heterogeneity  151 
7  Inference: Estimating equations  203 
8  Inference: Functions of Brownian motion  231 
9  Inference: Likelihood  267 
10  Inference: Stochastic integrals  295 
11  Inference: Small samples  311 
12  Inference: Changepoint models  331 
13  Explained variation  359 
14  Explained randomness  407 
15  Survival given covariates  437 
16  Proofs of theorems, lemmas and corollaries  463 
  Bibliography