Strong representations of the Kaplan-Meier estimator and hazard estimator with censored widely orthant dependent data
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Cites work
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- A note on the uniform consistency of the Kaplan-Meier estimator
- Asymptotic properties of Kaplan-Meier estimator for censored dependent data
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- Convergence of the conditional Kaplan-Meier estimate under strong mixing
- Convergence of the Kaplan-Meier estimator in weighted sup-norms
- Estimation of the survival function for stationary associated processes
- Expressing the Kaplan-Meier Estimator as a Function of Empirical Subsurvival Functions
- Functional laws of the iterated logarithm for the product-limit estimator of a distribution function under random censorship or truncation
- scientific article; zbMATH DE number 3714717 (Why is no real title available?)
- scientific article; zbMATH DE number 2117150 (Why is no real title available?)
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- Kaplan-Meier estimator under association
- Kaplan–Meier estimator and hazard estimator for censored negatively superadditive dependent data
- Large sample behaviour of the product-limit estimator on the whole line
- Max-sum local equivalence of random variables with Farlie-Gumbel-Morgenstern joint distribution
- Modification of the Greenwood Formula for Correlated Response Times
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- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
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- Some Concepts of Dependence
- Strong representation results of the Kaplan-Meier estimator for censored negatively associated data
- Strong uniform consistency for nonparametric survival curve estimators from randomly censored data
- The consistency for the weighted estimator of non-parametric regression model based on widely orthant-dependent errors
- The Kaplan-Meier estimate for dependent failure time observations
- The product-limit estimator and the bootstrap: Some asymptotic representations
- The strong law under random censorship
- Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
Cited in
(18)- Density and hazard rate estimation for censored data via strong representation of the Kaplan-Meier estimator
- Strong representation results of the Kaplan-Meier estimator for censored negatively associated data
- A strong linear representation for the maximum conditional hazard rate estimator in survival analysis
- Asymptotic properties of the Kaplan-Meier estimator and hazard rate estimator for right censored and widely orthant dependent data
- Kaplan–Meier estimator and hazard estimator for censored negatively superadditive dependent data
- Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications
- Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications
- Asymptotic properties of Kaplan–Meier estimator and hazard estimator for censored survival time with LENQD data
- The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications
- On kernel mode estimation under RLT and WOD model
- Complete convergence and complete moment convergence for randomly weighted sums of widely negative dependent random variables under sublinear expectations
- Some convergence theorems for widely orthant dependent random variables under exponential moment conditions
- The uniformly strong consistency of kernel-type distribution estimator under asymptotically almost negatively associated samples
- Uniformly strong consistency of the generalized edge frequency polygon density estimator under extended negatively dependent samples
- Asymptotic properties of kernel density and hazard rate function estimators with censored widely orthant dependent data
- Improved results on \(\mathcal{L}_r\)-convergence for weighted sums of dependent sequences
- On the behavior of the Lynden-Bell estimator in widely orthant-dependent model
- On consistency of wavelet estimators in nonparametric regression models with widely orthant dependent samples
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