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Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.
We study a weighted least squares (WLS) estimator for Aalen's additive risk model which allows for a very flexible handling of covariates. We divide the follow-up period into intervals and assume a constant hazard rate in each interval....
Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.
