scientific article; zbMATH DE number 4128239
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Publication:4207481
zbMATH Open0688.62026MaRDI QIDQ4207481FDOQ4207481
Authors: Richard D. Gill
Publication date: 1989
Title of this publication is not available (Why is that?)
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asymptotic normalitydifferentiabilityasymptotically efficient estimationconsistency of the bootstrapHadamardvon Mises derivativesGateauxFréchetderivative of the log-likelihoodcompact differentiationinfinite dimensional score equationsnon-parametric maximum likelihood estimatorspreservation of weak convergenceVon Mises method
Cited In (only showing first 100 items - show all)
- On the use of the bootstrap for estimating functions with functional data
- The Bernstein-von Mises theorem in semiparametric competing risks models
- Delta method in large deviations and moderate deviations for estimators
- Nonparametric estimation and consistency for renewal processes
- Semiparametric likelihood ratio inference
- Nonparametric maximum likelihood estimation of randomly time-transformed curves
- Analysis of quality-of-life adjusted failure time data in the presence of competing, possibly informative, censoring mechanisms
- Influence measures and stability for graphical models
- Efficient estimation in the bivariate censoring model and repairing NPMLE
- Statistical aspects of perpetuities
- Weighted approximations of tail processes for \(\beta\)-mixing random variables.
- Second order Hadamard differentiability in statistical applications.
- Regression \(M\)-estimators with non-i.i.d. doubly censored data.
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
- A Bernstein-von Mises theorem in the nonparametric right-censoring model
- Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
- Product-limit estimators of the survival function with twice censored data
- A modified functional delta method and its application to the estimation of risk functionals
- Efficient prediction for linear and nonlinear autoregressive models
- Proportional hazards regression under progressive type-II censoring
- Efficient estimation from right-censored data when failure indicators are missing at random
- A partial score test for difference among heterogeneous populations
- Asymptotics for statistical functionals of long-memory sequences
- Nonparametric inference from the M/G/1 workload
- A conversation with Jon Wellner
- Donsker-type theorems for nonparametric maximum likelihood estimators
- Efficient estimation of regression coefficients and baseline hazard under proportionality of conditional hazards
- Empirical φ∗-Divergence Minimizers for Hadamard Differentiable Functionals
- On nondifferentiable functions and the bootstrap
- Product-limit estimators of the survival function for two modified forms of current-status data
- Weighted empirical likelihood in some two-sample semiparametric models with various types of censored data
- Regression \(M\)-estimators with doubly censored data
- Qualitative and infinitesimal robustness of tail-dependent statistical functionals
- Nonparametric likelihood ratio confidence bands for quantile functions from incomplete survival data
- Missing genetic information in case-control family data with general semi-parametric shared frailty model
- On pseudo-values for regression analysis in competing risks models
- On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships
- Estimating the error distribution function in semiparametric additive regression models
- Case-control survival analysis with a general semiparametric shared frailty model: A pseudo full likelihood approach
- Bootstrap estimation of the asymptotic variances of statistical functionals
- Estimating summary functionals in multistate models with an application to hospital infection data
- Using one-parameter sub-family of distributions in empirical likelihood ratio with censored data
- Asymptotic theory for nonparametric estimation of survival curves under order restrictions
- Smoothed Cox regression
- Estimating the distribution function using \(k\)-tuple ranked set samples
- Homogeneity tests based on several progressively type-II censored samples
- Prediction in moving average processes
- Prediction in invertible linear processes
- Resampling methods for the nonparametric and generalized Behrens-Fisher problems
- On robustness properties of bootstrap approximations
- Nonparametric quantile regression for twice censored data
- Convergence of the empirical mean method in statistics and stochastic programming
- Empirical likelihood ratio in terms of cumulative hazard function for censored data
- Bootstrapping rank statistics.
- Title not available (Why is that?)
- Empirical quantile process under type-II progressive censoring
- Bootstrap by sequential resampling
- Efficiency of profile likelihood in semi-parametric models
- Estimating the innovation distribution in nonparametric autoregression
- Decompounding random sums: a nonparametric approach
- Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates
- Large sample properties for a class of copulas in bivariate survival analysis
- Empirical likelihood in some semiparametric models
- Functional central limit theorems for the Nelson-Aalen and Kaplan-Meier estimators for dependent stationary data
- Bootstrap, wild bootstrap, and asymptotic normality
- Identification and efficient estimation of the natural direct effect among the untreated
- A Central Limit Theorem for M‐estimators by the von Mises Method
- A nonparametric test for similarity of marginals -- with applications to the assessment of population bioequivalence
- Influence function and correspondence analysis
- Asymptotic analysis of stochastic programs
- Title not available (Why is that?)
- An Extended Continuous Mapping Theorem for Outer Almost Sure Weak Convergence
- First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
- Fitting time series with heavy tails and strong time dependence
- Multivariate hazard rates under random censorship
- Sampling inspection by variables: nonparametric setting
- Bootstrapping the Kaplan-Meier estimator on the whole line
- Stochastic calculus as a tool in survival analysis: A review
- Minimum distance estimation of the center of symmetry with randomly censored data
- Targeted estimation of nuisance parameters to obtain valid statistical inference
- Influence measures for CART classification trees
- Statistical inference for generative adversarial networks and other minimax problems
- Empirical process approach to some two-sample problems based on ranked set samples
- Cox regression with dependent error in covariates
- On variance estimation of the inverse probability-of-treatment weighting estimator: a tutorial for different types of propensity score weights
- On self-consistent estimators and kernel density estimators with doubly censored data
- Asymptotics of minimax stochastic programs
- Nonparametric estimation of broad sense agreement between ordinal and censored continuous outcomes
- Asymptotic linear expansion of regularized M-estimators
- Regression modeling of restricted mean survival time for left-truncated right-censored data
- Permutation Tests for Comparing Inequality Measures
- Nonparametric bootstrap inference for the targeted highly adaptive least absolute shrinkage and selection operator (LASSO) estimator
- Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations.
- Maximum empirical likelihood estimation and related topics
- Estimators for alternating nonlinear autoregression
- Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
- Orthogonalization of multivariate location estimators: The orthomedian
- Robust estimation of parameters in a mixed unbalanced model
- On semiparametric estimation of ruin probabilities in the classical risk model
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