Wavelet estimation of density for censored data with censoring indicator missing at random
From MaRDI portal
Publication:4600808
Recommendations
- Nonlinear wavelet density estimation with data missing at random when covariates are present
- Non-linear wavelet-based density estimators under random censorship
- Asymptotic normality of wavelet density estimator under censored dependent observations
- Wavelet estimation of conditional density with truncated, censored and dependent data
- Nonlinear wavelet density estimation under the Koziol–Green model
Cited in
(11)- Non-linear wavelet-based density estimators under random censorship
- CLT for integrated square error of density estimators with censoring indicators missing at random
- Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators
- Integrated square error of hazard rate estimation for survival data with missing censoring indicators
- Linear wavelet-based estimation for derivative of a density under random censorship
- Convergence rate of wavelet density estimator with data missing randomly when covariables are present
- Wavelet-Based Quantile Density Function Estimation Under Random Censorship
- Weighted estimation of conditional mean function with truncated, censored and dependent data
- Nonlinear wavelet density estimation under the Koziol–Green model
- Asymptotic normality of wavelet density estimator under censored dependent observations
- Nonlinear wavelet density estimation with data missing at random when covariates are present
This page was built for publication: Wavelet estimation of density for censored data with censoring indicator missing at random
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4600808)