Pages that link to "Item:Q2266538"
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The following pages link to The product-limit estimator and the bootstrap: Some asymptotic representations (Q2266538):
Displayed 50 items.
- Weak asymptotic representations for quantiles of the product-limit estimator (Q1100826) (← links)
- Control percentile test procedures for censored data (Q1100828) (← links)
- Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap (Q1117631) (← links)
- Sequential fixed-width confidence intervals for quantiles in the presence of censoring (Q1120233) (← links)
- Locally adaptive hazard smoothing (Q1123507) (← links)
- I.i.d. representations for the bivariate product limit estimators and the bootstrap versions (Q1124240) (← links)
- Estimating a survival function with incomplete cause-of-death data (Q1182758) (← links)
- Estimation of a smooth quantile function under the proportional hazards model (Q1206625) (← links)
- A strong representation of the product-limit estimator for left truncated and right censored data (Q1293667) (← links)
- Bootstrapping quantiles in a fixed design regression model with censored data (Q1299478) (← links)
- Strong and weak representations of cumulative hazard function and Kaplan- Meier estimators on increasing sets (Q1338385) (← links)
- Using i.i.d. bootstrap inference for general non-i.i.d. models (Q1345547) (← links)
- Universal Gaussian approximations under random censorship (Q1354491) (← links)
- Model checks under random censorship (Q1359796) (← links)
- Multivariate hazard rates under random censorship (Q1368845) (← links)
- Asymptotic properties of Kaplan-Meier estimator for censored dependent data (Q1387688) (← links)
- Strong representation of a conditional quantile function estimator with truncated and censored data. (Q1423090) (← links)
- Transfer of tail information in censored regression models (Q1578287) (← links)
- Estimation of the conditional distribution in a conditional Koziol-Green model (Q1580813) (← links)
- Parametrically guided nonparametric density and hazard estimation with censored data (Q1660219) (← links)
- Consistent test for parametric models with right-censored data using projections (Q1662065) (← links)
- Model-free feature screening for ultrahigh dimensional censored regression (Q1703810) (← links)
- Bootstrapping the Kaplan-Meier estimator on the whole line (Q1733122) (← links)
- Estimation for semiparametric varying coefficient models with different smoothing variables under random right censoring (Q1747094) (← links)
- Weak and strong quantile representations for randomly truncated data with applications, (Q1802438) (← links)
- On bootstrap accuracy with censored data (Q1816584) (← links)
- Nonparametric likelihood ratio confidence bands for quantile functions from incomplete survival data (Q1816587) (← links)
- Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications (Q1872154) (← links)
- Fixed design nonparametric regression with truncated and censored data (Q1879129) (← links)
- Edgeworth expansion in censored linear regression model (Q1881421) (← links)
- A note on the TJW product-limit estimator for truncated and censored data (Q1916162) (← links)
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data (Q1952454) (← links)
- Moment and probability inequalities for the bivariate product-limit estimator. (Q1962115) (← links)
- Additive regression for predictors of various natures and possibly incomplete Hilbertian responses (Q2044344) (← links)
- Strong representations of the Kaplan-Meier estimator and hazard estimator with censored widely orthant dependent data (Q2135864) (← links)
- Robust composite weighted quantile screening for ultrahigh dimensional discriminant analysis (Q2202032) (← links)
- Goodness-of-fit test for a parametric survival function with cure fraction (Q2220803) (← links)
- The wild bootstrap for multivariate Nelson-Aalen estimators (Q2274664) (← links)
- Generalized copula-graphic estimator (Q2392919) (← links)
- Bootstrap- and permutation-based inference for the Mann-Whitney effect for right-censored and tied data (Q2414879) (← links)
- \(\mathcal L_1\)-deficiency of the sample quantile estimator with respect to a kernel quantile estimator (Q2435768) (← links)
- Varying coefficient models having different smoothing variables with randomly censored data (Q2441055) (← links)
- A strong linear representation for the maximum conditional hazard rate estimator in survival analysis (Q2451613) (← links)
- An infinite dimensional convolution theorem with applications to random censoring and missing data models (Q2641029) (← links)
- Treatment Benefit and Treatment Harm Rate to Characterize Heterogeneity in Treatment Effect (Q2861962) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- A Nonparametric Test Procedure Based on Quantiles for the Right Censored Data (Q2943789) (← links)
- Large sample properties of nonparametric copula estimators under bivariate censoring (Q2953445) (← links)
- Nonparametric Estimation of the Multivariate Distribution Function in a Censored Regression Model with Applications (Q3017872) (← links)
- Uniform strong convergence results for the conditional kaplan-meier estimator and its quantiles (Q3125752) (← links)