Estimating a distribution function for censored time series data
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Cites work
- A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
- A large sample study of the life table and product limit estimates under random censorship
- A note on the uniform consistency of the Kaplan-Meier estimator
- Asymptotic properties of Kaplan-Meier estimator for censored dependent data
- Conditions for linear processes to be strong-mixing
- Constructing multivariate distributions with specific marginal distributions
- Estimating equations for hazard ratio parameters based on correlated failure time data
- Expressing the Kaplan-Meier Estimator as a Function of Empirical Subsurvival Functions
- Functional-Coefficient Autoregressive Models
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 3714717 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3256931 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- Kaplan-Meier estimator under association
- Large sample behaviour of the product-limit estimator on the whole line
- Modification of the Greenwood Formula for Correlated Response Times
- Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
- Nonparametric Estimation from Incomplete Observations
- Nonparametric inference for a class of semi-Markov processes with censored observations
- On the Kaplan-Meier estimator of long-range dependent sequences
- On the Strong Mixing Property for Linear Sequences
- Testing with replacement and the product limit estimator
- The Kaplan-Meier estimate for dependent failure time observations
- The strong law under random censorship
- Uniform strong estimation under \(\alpha\)-mixing, with rates
- Weak convergence for weighted empirical processes of dependent sequences
Cited in
(49)- A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples
- Asymptotic properties of Kaplan-Meier estimator for censored dependent data
- Empirical likelihood for conditional quantile with left-truncated and dependent data
- A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
- Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition
- A nonparametric estimation of the conditional ageing intensity function in censored data: a local linear approach
- CLT for single functional index quantile regression under dependence structure
- Asymptotic normality of the relative error regression function estimator for censored and time series data
- Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series
- Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
- A rate of consistency for nonparametric estimators of the distribution function based on censored dependent data
- Strong representation results of the Kaplan-Meier estimator for censored negatively associated data
- A kernel mode estimate under random left truncation and time series model: asymptotic normality
- Attributable fraction functions for censored event times
- Strong consistency result of a non parametric conditional mode estimator under random censorship for functional regressors
- Quantile autoregression for censored data
- Central limit theorem for the kernel estimator of the regression function for censored time series
- On self-normalization for censored dependent data
- Asymptotic normality of a kernel conditional quantile estimator under strong mixing hypothesis and left-truncation
- Empirical likelihood confidence intervals for dependent duration data
- Asymptotic behaviors of the Lorenz curve for censored data under strong mixing
- Nonlinear wavelet density estimation with censored dependent data
- Density and hazard rate estimation for censored and α-mixing data using gamma kernels
- Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment
- On the strong uniform consistency of the mode estimator for censored time series
- Asymptotic properties for an M-estimator of the regression function with truncation and dependent data
- Product-limit estimator for long- and short-range dependent sequences under gamma type subordination
- Strong uniform consistency of a nonparametric estimator of a conditional quantile for censored dependent data and functional regressors
- On the nonparametric estimation of the functional regression based on censored data under strong mixing condition
- Wavelet estimation in varying coefficient models for censored dependent data
- Recursive kernel regression estimation under α – mixing data
- Non parametric estimation of the conditional density function with right-censored and dependent data
- Strong Approximation of Quantile Function for Strong Mixing and Censored Processes
- Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation
- Censored time series analysis with autoregressive moving average models
- On the Kaplan-Meier estimator of long-range dependent sequences
- Relative error prediction: Strong uniform consistency for censoring time series model
- Strong uniform consistency rate of an M-estimator of regression function for incomplete data under α-mixing condition
- Bandwidth selection in kernel M-estimation of regression function with truncated, censored and dependent data
- High-dimensional subgroup functional quantile regression with panel and dependent data
- Asymptotic normality of wavelet density estimator under censored dependent observations
- Limit theorems for wavelet conditional U-statistics for time series models
- Asymptotic normality for weighted estimator of conditional density with truncated and censored data
- Statistical inference for lindley random walks with correlated increments
- Quantile regression under truncated, censored and dependent assumptions
- Nonparametric estimation of the relative error regression for twice censored and dependent data
- Asymptotic properties of conditional quantile estimator for censored dependent observations
- Nonparametric estimation of linear functionals of a bivariate distribution under univariate censoring
- Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data
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