Pages that link to "Item:Q1810712"
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The following pages link to Nonparametric estimation of competing risks models with covariates (Q1810712):
Displaying 8 items.
- Uniform convergence of nonparametric regressions in competing risk models with right censoring (Q643235) (← links)
- Extreme value statistics for censored data with heavy tails under competing risks (Q1785799) (← links)
- Score tests for independence in parametric competing risks models (Q2477589) (← links)
- NONPARAMETRIC IDENTIFICATION OF ACCELERATED FAILURE TIME COMPETING RISKS MODELS (Q4979319) (← links)
- A MULTIPLEX INTERDEPENDENT DURATIONS MODEL (Q5024500) (← links)
- Hazards regression for freemium products and services: a competing risks approach (Q5106893) (← links)
- IDENTIFIABILITY OF THE SIGN OF COVARIATE EFFECTS IN THE COMPETING RISKS MODEL (Q5357402) (← links)
- A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence (Q6200952) (← links)
