scientific article; zbMATH DE number 4128239

zbMATH Open0688.62026MaRDI QIDQ4207481FDOQ4207481

Authors: Richard D. Gill 

Publication date: 1989

scientific article; zbMATH DE number Title of this publication is (Why is no real title available?)

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zbMATH Keywords

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

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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
• 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
• Empirical \(\varphi^\ast\)-divergence minimizers for Hadamard differentiable functionals
• 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 no real title available?)
• 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 no real title available?)
• 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
• Bootstrapping analogs of the two-sample Hotelling's \(T^2\) test
• Empirical process approach to some two-sample problems based on ranked set samples
• Cox regression with dependent error in covariates
• An extended continuous mapping theorem for outer almost sure weak convergence
• 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

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