Consistent estimation under random censorship when covariables are present

DOI10.1006/JMVA.1993.1028zbMATH Open0767.62036OpenAlexW1975900555MaRDI QIDQ2365600FDOQ2365600

Authors: Winfried Stute 

Publication date: 29 June 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1028

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zbMATH Keywords

consistencyrandom censorshipcovariablesgeneral strong law for Kaplan-Meier integralsmultidimensional extension of Kaplan-Meier estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

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• Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates
• Asymptotic representation of presmoothed Kaplan-Meier integrals with covariates in a semiparametric censorship model
• Nonparametric Estimation of the Multivariate Distribution Function in a Censored Regression Model with Applications
• Strong uniform consistency of nonparametric estimation of the censored conditional mode function
• Non-crossing weighted kernel quantile regression with right censored data
• Weighted estimation of single index models with right censored responses
• Modified estimators in semiparametric regression models with right-censored data
• Nonparametric model checks in censored regression
• Nonparametric bivariate distribution estimation using Bernstein polynomials under right censoring
• M-estimation of the accelerated failure time model under a convex discrepancy function
• Multi-threshold accelerated failure time model
• Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model
• Bivariate censored regression relying on a new estimator of the joint distribution function
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• On dealing with censored largest observations under weighted least squares
• Variable selection for survival data with a class of adaptive elastic net techniques
• Generalized copula-graphic estimator
• Conditional density estimation in a censored single-index regression model
• Nonparametric estimation of transition probabilities in the non‐Markov illness‐death model: A comparative study
• Weighted composite quantile regression with censoring indicators missing at random
• The weighted least square based estimators with censoring indicators missing at random
• Central limit theorem for the kernel estimator of the regression function for censored time series
• Regression \(M\)-estimators with doubly censored data
• Tree-based censored regression with applications in insurance
• Single index regression models in the presence of censoring depending on the covariates
• Non‐parametric Quantile Regression with Censored Data
• Semiparametric least squares support vector machine for accelerated failure time model
• An empirical study of a test for polynomial relationships in randomly right censored regression models
• Testing Markovianity in the three-state progressive model via future-past association
• Asymptotic properties of Bernstein estimators on the simplex
• Additive models in censored regression
• The Koul-Susarla-Van Ryzin and weighted least squares estimates for censored linear regression model: a comparative study
• Alternative approaches to study lifetime data under different scenarios: from the PH to the modified semiparametric AFT model
• Non linear parametric mode regression
• Marginal semiparametric multivariate accelerated failure time model with generalized estimating equations
• Nonparametric analysis of bivariate gap time with competing risks
• Strong consistency of presmoothed Kaplan–Meier integrals when covariables are present
• Selecting the smoothing parameter and knots for an extension of penalized splines to censored data
• Distributional convergence under proportional censorship when covariables are present
• Estimation of regression parameters with left truncated data
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• A weighted quantile regression for nonlinear models with randomly censored data
• Variable Selection in Semiparametric Linear Regression with Censored Data
• Additive time-dependent hazard model with doubly truncated data
• ACCELERATED FAILURE TIME MODELS WITH NONLINEAR COVARIATES EFFECTS
• Transfer of tail information in censored regression models
• A competing risks approach for nonparametric estimation of transition probabilities in a non-Markov illness-death model
• Vector quantization and clustering in the presence of censoring
• Presmoothing the transition probabilities in the illness-death model
• Strong consistency under proportional censorship when covariables are present
• Nonparametric estimation of transition probabilities in a non-Markov illness-death model
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• Censored quantile regression for residual lifetimes
• A simple estimator of the bivariate distribution function for censored gap times
• An updated review of goodness-of-fit tests for regression models
• High breakdown point robust regression with censored data
• Nonparametric lack-of-fit tests for parametric mean-regression models with censored data
• Single-index regression models with right-censored responses
• Polynomial regression with censored data based on preliminary nonparametric estimation
• Variable selection in the accelerated failure time model via the bridge method
• Asymptotic theory for the semiparametric accelerated failure time model with missing data
• Nonlinear Censored Regression Using Synthetic Data
• Bias correction on censored least squares regression models
• Nonparametric Estimation of the Bivariate Recurrence Time Distribution
• Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
• Hierarchical false discovery rate control for high-dimensional survival analysis with interactions
• Semiparametric inference for the recurrent events process by means of a single-index model
• Simultaneous estimation for non-crossing multiple quantile regression with right censored data
• Something Borrowed, Something New: Precise Prediction of Outcomes from Diverse Genomic Profiles
• Composite estimating equation method for the accelerated failure time model with length-biased sampling data
• A dimension reduction approach for conditional Kaplan-Meier estimators
• A semi-parametric mode regression with censored data
• The Jackknife estimate of covariance of two Kaplan–Meier integrals with covariables
• A Bernstein polynomial approach to the estimation of a distribution function and quantiles under censorship model
• Low-dimensional confounder adjustment and high-dimensional penalized estimation for survival analysis
• Reproducible learning for accelerated failure time models via deep knockoffs
• Scalable algorithms for semiparametric accelerated failure time models in high dimensions
• Adjusting for unmeasured confounding in survival causal effect using validation data
• Non parametric multivariate distribution estimation under right censoring
• Stability selection for Lasso, ridge and elastic net implemented with AFT models
• A Mallows-type model averaging estimator for ridge regression with randomly right censored data
• Robust identification of gene-environment interactions under high-dimensional accelerated failure time models
• Local linear estimation of the conditional cumulative distribution function: censored functional data case
• Single-Index Quantile Regression Models for Censored Data
• Non-parametric copula estimation under bivariate censoring
• Greedy outcome weighted tree learning of optimal personalized treatment rules
• Causal effect estimation with censored outcome and covariate selection
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• A note on estimating the conditional expectation under censoring and association: strong uniform consistency
• Variable selection for censored data using modified correlation adjusted correlation (MCAR) scores
• The Kaplan-Meier integral in the presence of covariates: a review
• An odyssey to incomplete data: Winfried Stute's contribution to survival analysis
• Nonparametric estimation of Spearman's rank correlation with bivariate survival data
• Robust estimation and variable selection for the accelerated failure time model
• Weighted least squares model averaging for accelerated failure time models
• Local linear smoothing to estimate accelerated lifetime model with censoring and truncation
• Model pursuit and variable selection in the additive accelerated failure time model
• Adaptive lasso variable selection for the accelerated failure models

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