A new nonparametric quantile estimate for length-biased data with competing risks

DOI10.1016/J.ECONLET.2015.10.023MaRDI QIDQ1667923zbMATH OpenOpenAlexFDO

Authors Zhong Tan, Feipeng Zhang

Publication date 31 August 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2015.10.023

zbMATH Keywords

competing risksEM algorithmlength-biased dataquantile

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

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• scientific article; zbMATH DE number 7294914

Cites work

• A formal test for the stationarity of the incidence rate using data from a prevalent cohort study with follow-up
• Maximum likelihood estimations and EM algorithms with length-biased data
• Nonparametric estimation from length-biased data under competing risks
• Nonparametric inference under competing risks and selection-biased sampling
• Nonparametric methods for employment termination times with competing causes
• Nonparametric quantile inference with competing risks data

Cited in

(6)

• The nonparametric quantile estimation for length-biased and right-censored data
• Nonparametric quantile inference for cause-specific residual life function under length-biased sampling
• A nonparametric maximum likelihood estimation for biased-sampling data with zero-inflated truncation
• A smoothing nonparametric estimate of quantile residual lifetime under competing risks
• A kernel nonparametric quantile estimator for right-censored competing risks data
• Non-parametric quantile estimate for length-biased and right-censored data with competing risks

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