Nonparametric kernel regression when the regressor follows a counting process

DOI10.1080/10485259608832680MaRDI QIDQ4345903zbMATH OpenOpenAlexFDO

Authors Thomas H. Scheike

Publication date 16 December 1997

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485259608832680

zbMATH Keywords

Aalen's multiplicative modelcensoringkernel estimationnonparametric regression

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• scientific article; zbMATH DE number 679593
• A General Framework for Longitudinal Data through Marked Point Processes
• On nonparametric estimation of the regression function under random censorship model

Cites work

• Additive regression and other nonparametric models
• Central limit theorems for local martingales
• scientific article; zbMATH DE number 46694 (Why is no real title available?)
• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• scientific article; zbMATH DE number 49697 (Why is no real title available?)
• Local linear regression smoothers and their minimax efficiencies
• Martingales on Jump Processes. I: Representation Results
• Nonparametric inference for a family of counting processes
• On empirical spectral analysis of stochastic processes
• On Non-Parametric Estimates of Density Functions and Regression Curves
• Smoothing by spline functions.
• Smoothing counting process intensities by means of kernel functions
• Smoothing splines: Regression, derivatives and deconvolution

Cited in

(3)

• Cumulative regression function tests for regression models for longitudinal data
• scientific article; zbMATH DE number 679593 (Why is no real title available?)
• A General Framework for Longitudinal Data through Marked Point Processes

This page was built for publication: Nonparametric kernel regression when the regressor follows a counting process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4345903)