Pages that link to "Item:Q5733918"
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The following pages link to The Law of Large Numbers for $D[0,1]$-Valued Random Variables (Q5733918):
Displayed 17 items.
- Properties of occurrence-exposure rate processes in multiple decrement theory (Q594524) (← links)
- Checking a semiparametric additive risk model (Q995965) (← links)
- Hazards regression for length-biased and right-censored data (Q1004260) (← links)
- Convergence of weighted sums of random elements in \(D[0,1]\) (Q1138286) (← links)
- Convergence of weighted sums of random functions in \(D[0,1]\) (Q1175672) (← links)
- Time-dependent coefficients in a Cox-type regression model (Q1180182) (← links)
- Semiparametric likelihood ratio inference (Q1372844) (← links)
- Stratified partial likelihood estimation (Q1806692) (← links)
- Asymptotic theory for the correlated gamma-frailty model (Q1807069) (← links)
- Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains. (Q1877531) (← links)
- Laws of large numbers for \(D[0,1]\) (Q2493863) (← links)
- Non‐parametric Estimation of a Survival Function with Two‐stage Design Studies (Q3608261) (← links)
- Cohort Sampling Schemes for the Mantel–Haenszel Estimator (Q5430604) (← links)
- On Goodness-of-Fit Tests for Aalen's Additive Risk Model (Q5467702) (← links)
- Stochastic calculus as a tool in survival analysis: A review (Q5895396) (← links)
- Stochastic calculus as a tool in survival analysis: A review (Q5899913) (← links)
- A method to derive strong laws of large numbers for random upper semicontinuous functions (Q5952093) (← links)