On self-normalization for censored dependent data

DOI10.1111/JTSA.12096MaRDI QIDQ2937716zbMATH OpenOpenAlexFDO

Authors Yinxiao Huang, Stanislav Volgushev, Xiaofeng Shao

Publication date 12 January 2015

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/jtsa.12096

zbMATH Keywords

censored dataquantiledependencesurvival analysisempirical likelihoodself-normalization

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05) Nonparametric tolerance and confidence regions (62G15) Brownian motion (60J65)

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Cites work

• scientific article; zbMATH DE number 5503181 (Why is no real title available?)
• scientific article; zbMATH DE number 1834429 (Why is no real title available?)
• A Confidence Interval for the Median Survival Time
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• Asymptotic properties of Kaplan-Meier estimator for censored dependent data
• Censored Data and the Bootstrap
• Empirical likelihood confidence intervals for dependent duration data
• Empirical likelihood methods with weakly dependent processes
• Estimating a distribution function for censored time series data
• Fixed-smoothing asymptotics for time series
• Kaplan-Meier estimator under association
• Limit theorems for iterated random functions
• Nonparametric Estimation from Incomplete Observations
• Nonparametric quantile estimation with correlated failure time data
• Regression Analsis with Censored Autocorrelated Data
• Testing That a Dependent Process Is Uncorrelated
• The Kaplan-Meier estimate for dependent failure time observations
• The strong law under random censorship
• Weak convergence and empirical processes. With applications to statistics

Cited in

(9)

• Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach
• A unified approach to self-normalized block sampling
• Self-normalization: taming a wild population in a heavy-tailed world
• Self-normalized sequential change-point detection
• A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests
• A self-normalized semi-parametric test to detect changes in the long memory parameter
• Unsupervised self-normalized change-point testing for time series
• Empirical likelihood confidence intervals for dependent duration data
• Adjusted-range self-normalized confidence interval construction for censored dependent data

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