Pseudo-observations under covariate-dependent censoring
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Publication:2317310
DOI10.1016/J.JSPI.2019.02.003zbMath1422.62307OpenAlexW2916968487WikidataQ128339848 ScholiaQ128339848MaRDI QIDQ2317310
Publication date: 9 August 2019
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2019.02.003
Censored data models (62N01) Bootstrap, jackknife and other resampling methods (62F40) Reliability and life testing (62N05)
Related Items (3)
Propensity Score Weighting Analysis of Survival Outcomes Using Pseudo-Observations ⋮ Efficient t0$$ {t}_0 $$‐year risk regression using the logistic model ⋮ Regression models for censored time-to-event data using infinitesimal Jack-knife pseudo-observations, with applications to left-truncation
Cites Work
- Pseudo-observations for competing risks with covariate dependent censoring
- On pseudo-values for regression analysis in competing risks models
- Asymptotic theory of generalized estimating equations based on jack-knife pseudo-observations
- A Note on the Large Sample Properties of Estimators Based on Generalized Linear Models for Correlated Pseudo‐observations
- Competing Risks
- Generalised linear models for correlated pseudo-observations, with applications to multi-state models
- The Kaplan–Meier Estimator as an Inverse-Probability-of-Censoring Weighted Average
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