Choice between Semi‐parametric Estimators of Markov and Non‐Markov Multi‐state Models from Coarsened Observations
DOI10.1111/j.1467-9469.2006.00536.xzbMath1142.62054OpenAlexW2014393475MaRDI QIDQ5430594
Pierre Joly, Daniel Commenges, Anne Gégout-Petit, Bernoît Liquet
Publication date: 16 December 2007
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://www.hal.inserm.fr/inserm-00133006/file/SJS-W9-RR.pdf
Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)
Related Items (18)
Cites Work
- Optimal convergence rates for Good's nonparametric maximum likelihood density estimator
- Asymptotics in statistics. Some basic concepts.
- Analysis of multivariate survival data
- Estimating the expectation of the Log-likelihood with censored data for estimator selection
- A generalized additive regression model for survival times.
- Generalized functional linear models
- Covariate Adjustment of Event Histories Estimated from Markov Chains: The Additive Approach
- Bootstrap Choice of Estimators in Parametric and Semiparametric Families: An Extension of EIC
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- Fast Computation of Fully Automated Log-Density and Log-Hazard Estimators
- Hazard Regression with Interval-Censored Data
- A Penalized Likelihood Approach for a Progressive Three‐State Model with Censored and Truncated Data: Application to AIDS
- Nonparametric Roughness Penalties for Probability Densities
- A penalized likelihood approach for an illness-death model with interval-censored data: application to age-specific incidence of dementia
- Statistical models based on counting processes
- Maximum penalized likelihood estimation. Vol. 1: Density estimation
This page was built for publication: Choice between Semi‐parametric Estimators of Markov and Non‐Markov Multi‐state Models from Coarsened Observations