ON THE ASYMPTOTIC PROPERTIES FOR A NONPARAMETRIC CONDITIONAL QUANTILE ESTIMATOR IN PRESENCE OF RIGHT-CENSORING (Q5033476): Difference between revisions

Revision as of 02:46, 28 July 2024

scientific article; zbMATH DE number 7480248

Language	Label	Description	Also known as
English	ON THE ASYMPTOTIC PROPERTIES FOR A NONPARAMETRIC CONDITIONAL QUANTILE ESTIMATOR IN PRESENCE OF RIGHT-CENSORING	scientific article; zbMATH DE number 7480248

Statements

instance of

scholarly article

0 references

title

ON THE ASYMPTOTIC PROPERTIES FOR A NONPARAMETRIC CONDITIONAL QUANTILE ESTIMATOR IN PRESENCE OF RIGHT-CENSORING (English)

0 references

0 references

0 references

Far East Journal of Theoretical Statistics

0 references

publication date

23 February 2022

0 references

zbMATH Keywords

kernel estimator

0 references

conditional quantile

0 references

strong representation

0 references

asymptotic normality

0 references

right censoring

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

On the strong convergence of the hazard rate and its maximum risk point estimators in presence of censorship and functional explanatory covariate

0 references

ALMOST SURE REPRESENTATIONS OF THE CONDITIONAL HAZARD FUNCTION AND ITS MAXIMUM ESTIMATION UNDER RIGHT-CENSORING AND LEFT-TRUNCATION

0 references

Uniform convergence of nonparametric regressions in competing risk models with right censoring

0 references

On average derivative quantile regression

0 references

Q4030228

0 references

Q4322398

0 references

A strong linear representation for the maximum conditional hazard rate estimator in survival analysis

0 references

Weak and strong quantile representations for randomly truncated data with applications,

0 references

Q4388687

0 references

The product-limit estimator and the bootstrap: Some asymptotic representations

0 references

A smooth conditional quantile estimator and related applications of conditional empirical processes

0 references

Empirical likelihood inference for median regression models for censored survival data

0 references

Fixed design nonparametric regression with truncated and censored data

0 references

Bahadur representation of the kernel quantile estimator under truncated and censored data.

0 references

Bootstrapping quantiles in a fixed design regression model with censored data

0 references

Q5512610

0 references

Deficiency of the sample quantile estimator with respect to kernel quantile estimators for censored data

0 references

A kernel estimator of a conditional quantile

0 references

A note on the TJW product-limit estimator for truncated and censored data

0 references

Q4897169

0 references

Q4391769

0 references

Identifiers

zbMATH Open document ID

1490.62100

0 references

DOI

10.17654/TS056010001

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5033476

@@ Property / cites work @@
+On the strong convergence of the hazard rate and its maximum risk point estimators in presence of censorship and functional explanatory covariate
+Normal rank
@@ Property / cites work @@
+ALMOST SURE REPRESENTATIONS OF THE CONDITIONAL HAZARD FUNCTION AND ITS MAXIMUM ESTIMATION UNDER RIGHT-CENSORING AND LEFT-TRUNCATION
+Normal rank
@@ Property / cites work @@
+Uniform convergence of nonparametric regressions in competing risk models with right censoring
+Normal rank
@@ Property / cites work @@
+On average derivative quantile regression
@@ Property / cites work: On average derivative quantile regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q4030228
@@ Property / cites work: Q4030228 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4322398
@@ Property / cites work: Q4322398 / rank @@
+Normal rank
@@ Property / cites work @@
+A strong linear representation for the maximum conditional hazard rate estimator in survival analysis
+Normal rank
@@ Property / cites work @@
+Weak and strong quantile representations for randomly truncated data with applications,
+Normal rank
@@ Property / cites work @@
+Q4388687
@@ Property / cites work: Q4388687 / rank @@
+Normal rank
@@ Property / cites work @@
+The product-limit estimator and the bootstrap: Some asymptotic representations
+Normal rank
@@ Property / cites work @@
+A smooth conditional quantile estimator and related applications of conditional empirical processes
+Normal rank
@@ Property / cites work @@
+Empirical likelihood inference for median regression models for censored survival data
+Normal rank
@@ Property / cites work @@
+Fixed design nonparametric regression with truncated and censored data
+Normal rank
@@ Property / cites work @@
+Bahadur representation of the kernel quantile estimator under truncated and censored data.
+Normal rank
@@ Property / cites work @@
+Bootstrapping quantiles in a fixed design regression model with censored data
+Normal rank
@@ Property / cites work @@
+Q5512610
@@ Property / cites work: Q5512610 / rank @@
+Normal rank
@@ Property / cites work @@
+Deficiency of the sample quantile estimator with respect to kernel quantile estimators for censored data
+Normal rank
@@ Property / cites work @@
+A kernel estimator of a conditional quantile
@@ Property / cites work: A kernel estimator of a conditional quantile / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the TJW product-limit estimator for truncated and censored data
+Normal rank
@@ Property / cites work @@
+Q4897169
@@ Property / cites work: Q4897169 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4391769
@@ Property / cites work: Q4391769 / rank @@
+Normal rank