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Paul Janssen - MaRDI portal

Paul Janssen

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Person:169456

Available identifiers

zbMath Open janssen.paulMaRDI QIDQ169456

List of research outcomes

PublicationDate of PublicationType
Nonparametric estimation of univariate and bivariate survival functions under right censoring: a survey2024-03-21Paper
Nonparametric estimation of risk ratios for bivariate data2022-11-23Paper
Quantiles of the conditional residual lifetime2022-06-27Paper
Comparison of spline estimator at various levels of autocorrelation in smoothing spline non parametric regression for longitudinal data2022-05-16Paper
Efficiency behaviour of kernel-smoothed kernel distribution function estimators2021-02-16Paper
Goodness-of-fit test for a parametric survival function with cure fraction2021-01-25Paper
Nonparametric estimation of the cross ratio function2020-05-27Paper
Dependence modeling for recurrent event times subject to right‐censoring with D‐vine copulas2020-02-07Paper
A note on the behaviour of a kernel-smoothed kernel density estimator2020-01-20Paper
Penalized spline estimation in varying coefficient models with censored data2019-09-18Paper
Vine copula based likelihood estimation of dependence patterns in multivariate event time data2018-08-17Paper
Copula based flexible modeling of associations between clustered event times2017-08-16Paper
Testing for decreasing heterogeneity in a new time-varying frailty model2017-08-14Paper
Smooth copula-based estimation of the conditional density function with a single covariate2017-08-03Paper
Large sample properties of nonparametric copula estimators under bivariate censoring2017-01-04Paper
Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals2016-07-06Paper
Modeling interval-censored, clustered cow udder quarter infection times through the shared gamma frailty model2015-03-05Paper
A note on the asymptotic behavior of the Bernstein estimator of the copula density2014-01-13Paper
Comments on: Inference in multivariate Archimedean copula models2012-11-15Paper
Continuous covariate frailty models for censored and truncated clustered data2012-05-18Paper
Large sample behavior of the Bernstein copula estimator2012-05-04Paper
Frailty models and copulas: similarities and differences2009-10-21Paper
Modelling udder infection data using copula models for quadruples2009-09-14Paper
Validation of prognostic indices using the frailty model2009-09-14Paper
Comparison of different estimation procedures for proportional hazards model with random effects2009-05-29Paper
New tests for exponentiality against new better than used inpth quantile2009-02-18Paper
Fitting Conditional Survival Models to Meta‐Analytic Data by Using a Transformation Toward Mixed‐Effects Models2008-10-15Paper
One-sided tests in shared frailty models2008-09-22Paper
The frailty model.2008-01-30Paper
Modifying the kernel distribution function estimator towards reduced bias2007-09-12Paper
Penalized Partial Likelihood for Frailties and Smoothing Splines in Time to First Insemination Models for Dairy Cows2007-06-11Paper
Evolution of Recurrent Asthma Event Rate Over Time in Frailty Models2007-05-07Paper
The accuracy of normal approximations in censoring models2007-04-16Paper
Bootstrapping regression quantiles2007-04-16Paper
Resampling Plans for Frailty Models2006-08-10Paper
Relative hazard rate estimation for right censored and left truncated data2005-09-01Paper
Bootstrapping modified goodness-of-fit statistics with estimated parameters2005-08-01Paper
Presmoothed Kaplan–Meier and Nelson–Aalen estimators2005-02-21Paper
The shared frailty model and the power for heterogeneity tests in multicenter trials.2002-09-09Paper
The modified bootstrap error process for Kaplan-Meier quantiles2002-09-05Paper
EFFICIENCY OF LINEAR REGRESSION ESTIMATORS BASED ON PRESMOOTHING2002-07-28Paper
Modified bootstrap consistency rates for \(U\)-quantiles2002-06-30Paper
Central limit theorem for the total squared error of local polynomial estimators of cell probabilities2001-10-03Paper
Relative density estimation and local bandwidth selection for censored data2001-08-20Paper
https://portal.mardi4nfdi.de/entity/Q47002202001-04-08Paper
Relative Density Estimation with Censored Data2000-01-01Paper
https://portal.mardi4nfdi.de/entity/Q43837641998-12-02Paper
Sparse consistency and smoothing for multinomial data1998-03-08Paper
Local Polynomial Estimation of Contingency Table Cell Probabilities1998-02-08Paper
Smoothing sparse multinomial data using local polynomial fitting1997-11-04Paper
https://portal.mardi4nfdi.de/entity/Q43480831997-08-12Paper
Scale measures for bandwidth selection1996-12-08Paper
https://portal.mardi4nfdi.de/entity/Q48695531996-04-22Paper
Weighted bootstrapping for \(U\)-quantiles1995-06-06Paper
Weighted bootstrapping of \(U\)-statistics1994-07-12Paper
Consistency of the generalized bootstrap for degenerate \(U\)-statistics1994-04-18Paper
Bootstrapping u - statistics with estimated parameters1993-10-07Paper
Generalized bootstrap for studentized U-statistics: A rank statistic approach1993-05-16Paper
On the asymptotic normality of functions of uniform spacings1991-01-01Paper
U-statistics on Winsorized and trimmed samples1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34866531990-01-01Paper
Resampling from centered data in the two-sample problem1989-01-01Paper
Nonparametric regression M-quantiles1989-01-01Paper
Weak and strong representations for trimmed U-statistics1988-01-01Paper
Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics1988-01-01Paper
Strong uniform consistency rates for estimators of conditional functionals1988-01-01Paper
Asymptotic normality of U-statistics based on trimmed samples1987-01-01Paper
Sequential confidence intervals based on generalized m-statistics1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37979581987-01-01Paper
On nonparametric regression estimators based on regression quantiles1987-01-01Paper
Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators1985-01-01Paper
Asymptotic normality for a general class of statistical functions and applications to measures of spread1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47473051983-01-01Paper
Rate of convergence in the central limit theorem and in the strong law of large numbers for von Mises statistics1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36572631981-01-01Paper
An Edgeworth expansion for U-statistics1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39233981980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38543641979-01-01Paper
The Berry-Esseen theorem for U-statistics1978-01-01Paper

Research outcomes over time


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