scientific article; zbMATH DE number 4128239
From MaRDI portal
Publication:4207481
zbMath0688.62026MaRDI QIDQ4207481
Publication date: 1989
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
differentiabilityasymptotic normalityFréchetasymptotically efficient estimationconsistency of the bootstrapHadamardvon Mises derivativesGateauxderivative of the log-likelihoodcompact differentiationinfinite dimensional score equationsnon-parametric maximum likelihood estimatorspreservation of weak convergenceVon Mises method
Related Items
Weighted approximations of tail processes for \(\beta\)-mixing random variables., On nondifferentiable functions and the bootstrap, Influence measures and stability for graphical models, A joint modeling approach for multivariate survival data with random length, A Bernstein-von Mises theorem in the nonparametric right-censoring model, Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals, Analysis of quality-of-life adjusted failure time data in the presence of competing, possibly informative, censoring mechanisms, On pseudo-values for regression analysis in competing risks models, Minimum distance estimation of the center of symmetry with randomly censored data, Orthogonalization of multivariate location estimators: The orthomedian, Robust estimation of parameters in a mixed unbalanced model, Asymptotic theory for nonparametric estimation of survival curves under order restrictions, Empirical likelihood in some semiparametric models, Nonparametric inference from the M/G/1 workload, A note on compact differentiability and the \(\delta\)-method, Prediction in invertible linear processes, A partial score test for difference among heterogeneous populations, Bootstrapping analogs of the two-sample hotelling’s T2 test, Multivariate hazard rates under random censorship, Resampling methods for the nonparametric and generalized Behrens-Fisher problems, A nonparametric test for similarity of marginals -- with applications to the assessment of population bioequivalence, Bootstrapping analogs of the one way MANOVA test, Nonparametric quantile regression for twice censored data, Semiparametric likelihood ratio inference, Smoothed Cox regression, On self-consistent estimators and kernel density estimators with doubly censored data, Efficient prediction for linear and nonlinear autoregressive models, Bootstrap by sequential resampling, Fitting time series with heavy tails and strong time dependence, On semiparametric estimation of ruin probabilities in the classical risk model, A modified functional delta method and its application to the estimation of risk functionals, Large sample properties for a class of copulas in bivariate survival analysis, Nonparametric estimation and consistency for renewal processes, Regression \(M\)-estimators with doubly censored data, Product-limit estimators of the survival function for two modified forms of current-status data, Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model, Pseudo-full likelihood estimation for prospective survival analysis with a general semiparametric shared frailty model: Asymptotic theory, Proportional hazards regression under progressive type-II censoring, Decompounding random sums: a nonparametric approach, Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes, Qualitative and infinitesimal robustness of tail-dependent statistical functionals, Estimating the error distribution function in semiparametric additive regression models, First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function, Nonparametric maximum likelihood estimation of randomly time-transformed curves, Efficiency of profile likelihood in semi-parametric models, Regression \(M\)-estimators with non-i.i.d. doubly censored data., Efficient estimation of regression coefficients and baseline hazard under proportionality of conditional hazards, A conversation with Jon Wellner, Asymptotic analysis of stochastic programs, Bootstrapping the Kaplan-Meier estimator on the whole line, Stochastic calculus as a tool in survival analysis: A review, Statistical estimation errors of VaR under ARCH returns, Stochastic calculus as a tool in survival analysis: A review, Functional central limit theorems for the Nelson-Aalen and Kaplan-Meier estimators for dependent stationary data, Estimating the distribution function using \(k\)-tuple ranked set samples, Prediction in moving average processes, Asymptotics of minimax stochastic programs, Empirical process approach to some two-sample problems based on ranked set samples, Weighted empirical likelihood in some two-sample semiparametric models with various types of censored data, Statistical aspects of perpetuities, Bootstrap, wild bootstrap, and asymptotic normality, Influence function and correspondence analysis, Delta method in large deviations and moderate deviations for estimators, Empirical quantile process under type-II progressive censoring, On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships, Second order Hadamard differentiability in statistical applications., Product-limit estimators of the survival function with twice censored data, Exchangeability, predictive sufficiency and Bayesian bootstrap, Estimating summary functionals in multistate models with an application to hospital infection data, Empirical φ∗-Divergence Minimizers for Hadamard Differentiable Functionals, Bootstrapping rank statistics., Maximum empirical likelihood estimation and related topics, Homogeneity tests based on several progressively type-II censored samples, On differentiability of implicitly defined function in semi-parametric profile likelihood estimation, Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates, Estimators for alternating nonlinear autoregression, On the use of the bootstrap for estimating functions with functional data, Efficient estimation from right-censored data when failure indicators are missing at random, Missing genetic information in case-control family data with general semi-parametric shared frailty model, The Bernstein-von Mises theorem in semiparametric competing risks models, Estimating the innovation distribution in nonparametric autoregression, Case-control survival analysis with a general semiparametric shared frailty model: A pseudo full likelihood approach, Convergence of the empirical mean method in statistics and stochastic programming, Efficient estimation in the bivariate censoring model and repairing NPMLE, Nonparametric likelihood ratio confidence bands for quantile functions from incomplete survival data, Bootstrap estimation of the asymptotic variances of statistical functionals, An Extended Continuous Mapping Theorem for Outer Almost Sure Weak Convergence, Asymptotics for statistical functionals of long-memory sequences, Asymptotic linear expansion of regularized M-estimators, Identification and Efficient Estimation of the Natural Direct Effect among the Untreated, Cox regression with dependent error in covariates, Using one-parameter sub-family of distributions in empirical likelihood ratio with censored data, Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations., On multidimensional contingency tables with categories defined by the empirical quantiles of the marginal data, Empirical likelihood ratio in terms of cumulative hazard function for censored data, On robustness properties of bootstrap approximations, Influence measures for CART classification trees
