Efficient resampling methods for nonsmooth estimating functions
From MaRDI portal
Recommendations
- A resampling method based on pivotal estimating functions
- Simple resampling methods for censored regression quantiles
- On nonsmooth estimating functions via jackknife empirical likelihood
- Statistical inference based on non-smooth estimating functions
- A simple resampling method by perturbing the minimand
Cited in
(57)- Efficient evaluation of oversampled functions
- Fast accelerated failure time modeling for case-cohort data
- Resampled quantile functions for error estimation and a relationship to density estimation.
- Sharpening estimators using resampling
- Comparison of variance estimation methods in semiparametric accelerated failure time models for multivariate failure time data
- Optimal subsampling for least absolute relative error estimators with massive data
- Rank method for partial functional linear regression models
- Nyström landmark sampling and regularized Christoffel functions
- Testing error heterogeneity in censored linear regression
- Jackknife empirical likelihood inference for the accelerated failure time model
- Semiparametric quantile-difference estimation for length-biased and right-censored data
- Quantile regression in big data: a divide and conquer based strategy
- Resample-smoothing of Voronoi intensity estimators
- Focused information criterion and model averaging in censored quantile regression
- A simple resampling method by perturbing the minimand
- On nonsmooth estimating functions via jackknife empirical likelihood
- Composite estimating equation method for the accelerated failure time model with length-biased sampling data
- Power-transformed linear regression on quantile residual life for censored competing risks data
- Inference on quantile residual life function under right-censored data
- Resampling-based efficient shrinkage method for non-smooth minimands
- Meta-analysis for surrogacy: accelerated failure time models and semicompeting risks modeling
- Pseudo-value approach for conditional quantile residual lifetime analysis for clustered survival and competing risks data with applications to bone marrow transplant data
- Statistical inference based on non-smooth estimating functions
- Implementation of Estimating Function-Based Inference Procedures With Markov Chain Monte Carlo Samplers
- A resampling method based on pivotal estimating functions
- A resampling method by perturbing the estimating functions for quantile regression with missing data
- A fast resample method for parametric and semiparametric models
- Quantile regression for competing risks analysis under case-cohort design
- Covariate adjustment via propensity scores for recurrent events in the presence of dependent censoring
- Estimation for optimal treatment regimes with survival data under semiparametric model
- Rank-based estimation for semiparametric accelerated failure time model under length-biased sampling
- A semiparametric extended hazard regression model with time-dependent covariates
- Censored quantile regression model with time‐varying covariates under length‐biased sampling
- Quantile regression for competing risks data from stratified case-cohort studies: an induced-smoothing approach
- Optimal subsampling for large‐sample quantile regression with massive data
- Joint modeling of generalized scale-change models for recurrent event and failure time data
- Subsampling approach for least squares fitting of semi-parametric accelerated failure time models to massive survival data
- Better nonparametric confidence intervals via robust bias correction for quantile regression
- A General M-estimation Theory in Semi-Supervised Framework
- The Buckley-James estimator and induced smoothing
- On interquantile smoothness of censored quantile regression with induced smoothing
- Distributed optimal subsampling for quantile regression with massive data
- Robust functional Cox regression model
- Rank-based estimating equations with general weight for accelerated failure time models: an induced smoothing approach
- Renewable Quantile Regression with Heterogeneous Streaming Datasets
- Distributed learning for kernel mode-based regression
- Optimal distributed subsampling under heterogeneity
- Induced smoothing for rank-based regression with recurrent gap time data
- Semiparametric regression analysis for alternating recurrent event data
- Leveraging external aggregated information for the marginal accelerated failure time model
- Integrative quantile regression analysis of heterogeneous multisource data with privacy preserving
- Online survival analysis with quantile regression
- Semiparametric analysis of recurrent events: artificial censoring, truncation, pairwise estimation and inference
- Conditional quantile residual lifetime models for right censored data
- The semiparametric accelerated trend-renewal process for recurrent event data
- Quantile residual lifetime for left-truncated and right-censored data
- Rank regression for accelerated failure time model with clustered and censored data
This page was built for publication: Efficient resampling methods for nonsmooth estimating functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3526162)
