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

DOI10.1016/j.econlet.2015.10.023zbMath1398.62100OpenAlexW2178351719MaRDI QIDQ1667923

Zhong Tan, Fei-Peng 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

EM algorithmquantilecompeting riskslength-biased data

Mathematics Subject Classification ID

Related Items (2)

The nonparametric quantile estimation for length-biased and right-censored data ⋮ A nonparametric maximum likelihood estimation for biased-sampling data with zero-inflated truncation

Cites Work

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

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