Standard errors and covariance matrices for smoothed rank estimators

DOI10.1093/BIOMET/92.1.149zbMATH Open1068.62037OpenAlexW2129315436MaRDI QIDQ5314844FDOQ5314844

Authors: Bruce Brown, You-Gan Wang 

Publication date: 5 September 2005

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/92.1.149

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zbMATH Keywords

Wilcoxon estimatorEstimating functionKernel estimatorStandard errorLinearisationCovariance estimatorInduced smoothingOne step estimationRank estimationSandwich formulaSecond-order convergence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)

Cited In (64)

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• Distributed quantile regression for longitudinal big data
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• Marginal quantile regression for longitudinal data analysis in the presence of time-dependent covariates
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• Optimal subsampling for semi-parametric accelerated failure time models with massive survival data using a rank-based approach
• Distributed smoothed rank regression with heterogeneous errors for massive data
• Composite smoothed quantile regression
• Is it even rainier in \textit{North} Vancouver? A non-parametric rank-based test for semicontinuous longitudinal data
• GEE analysis for longitudinal single-index quantile regression
• Single-index Thresholding in Quantile Regression
• Ultra-High Dimensional Quantile Regression for Longitudinal Data: An Application to Blood Pressure Analysis
• Accelerated failure time modeling via nonparametric mixtures
• An efficient Gehan-type estimation for the accelerated failure time model with clustered and censored data
• Induced smoothing for the semiparametric accelerated hazards model
• Robust and efficient estimating equations for longitudinal data partial linear models and its applications
• A note on the statistical properties of the secant algorithm for calculating rank estimators
• Selection and combination of biomarkers using ROC method for disease classification and prediction
• Smoothing combined estimating equations in quantile regression for longitudinal data
• Quantile regression for competing risks data from stratified case-cohort studies: an induced-smoothing approach
• Robust communication-efficient distributed composite quantile regression and variable selection for massive data
• Quantile Association Regression Models
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• Tail-Adaptive Location Rank Test for the Generalized Secant Hyperbolic Distribution
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• Fast accelerated failure time modeling for case-cohort data
• Marginal semiparametric multivariate accelerated failure time model with generalized estimating equations
• Threshold effect test in censored quantile regression
• Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data
• A threshold varying-coefficient autoregressive model for analyzing the influence of media reports of suicide on the actual suicides
• Weighted Rank Regression for Clustered Data Analysis
• Smoothed rank-based procedure for censored data
• Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
• Fitting semiparametric accelerated failure time models for nested case–control data
• A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
• Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data
• Assessing wage status transition and stagnation using quantile transition regression
• Smoothed quantile regression for censored residual life
• A tutorial on rank-based coefficient estimation for censored data in small- and large-scale problems
• Comparison of variance estimation methods in semiparametric accelerated failure time models for multivariate failure time data
• Does Cox analysis of a randomized survival study yield a causal treatment effect?
• Robust smoothed rank estimation methods for accelerated failure time model allowing clusters
• Linear quantile regression models for longitudinal experiments: an overview
• Statistical inference on transformation models: a self-induced smoothing approach
• Variance estimation in censored quantile regression via induced smoothing
• Jackknife empirical likelihood inference for the accelerated failure time model
• Empirical likelihood-based weighted rank regression with missing covariates
• Construction of leading economic index for recession prediction using vine copulas
• Rank regression for analysis of clustered data: a natural induced smoothing approach
• Weighted quantile regression for longitudinal data
• Quantile regression for longitudinal data with a working correlation model
• Rank-based estimation for semiparametric accelerated failure time model under length-biased sampling
• Gaussian copula based composite quantile regression in semivarying models with longitudinal data
• Rank regression for accelerated failure time model with clustered and censored data
• Extremum estimation and numerical derivatives

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