AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS (Q4653556): Difference between revisions

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+Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
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+Uniform consistency of the kernel conditional Kaplan-Meier estimate
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+The Limiting Distribution of the Maximum Rank Correlation Estimator
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+Partial likelihood
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+The Non-Parametric Identification of Generalized Accelerated Failure-Time Models
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+Optimal bandwidth choice for density-weighted averages
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+Semiparametric Estimation of Index Coefficients
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+A Semiparametric Maximum Likelihood Estimator
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+Boundary and Bias Correction in Kernel Hazard Estimation
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+On a semiparametric survival model with flexible covariate effect
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+Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity
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+How sensitive are average derivatives?
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+Normal rank
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+Investigating Smooth Multiple Regression by the Method of Average Derivatives
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+Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
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+Proportional hazards tests and diagnostics based on weighted residuals
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+Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
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+Kernel estimation in a nonparametric marker dependent hazard model
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+Marker dependent kernel hazard estimation from local linear estimation
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+Inference for a nonlinear counting process regression model
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+An approach to nonparametric regression for life history data using local linear fitting
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+A Generalized Moments Specification Test of the Proportional Hazards Model
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