Testing Quasi-Independence of Failure and Truncation Times via Conditional Kendall's Tau
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Publication:5754830
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- An algorithm for estimating survival under a copula-based dependent truncation model
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- Testing quasi-independence for truncation data
- Nonparametric analysis of bivariate gap time with competing risks
- Eliminating bias due to censoring in Kendall's tau estimators for quasi-independence of truncation and failure
- Nonparametric regression with doubly truncated data
- Variable selection and prediction in biased samples with censored outcomes
- Additive time-dependent hazard model with doubly truncated data
- Permutation tests for general dependent truncation
- Missing information principle: a unified approach for general truncated and censored survival data problems
- Kernel density estimation with doubly truncated data
- Semiparametric likelihood inference for heterogeneous survival data under double truncation based on a Poisson birth process
- Conditional independence test of failure and truncation times: essential tool for method selection
- On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior
- Conditional maximum likelihood estimation for semiparametric transformation models with doubly truncated data
- Nonparametric and semiparametric regression estimation for length-biased survival data
- Assumptions regarding right censoring in the presence of left truncation
- Estimation of Kendall's tau for bivariate doubly truncated data
- Nonparametric estimation of a distribution function from doubly truncated data under dependence. Double truncation under dependence
- Copula-based inference for bivariate survival data with left truncation and dependent censoring
- Nonparametric association analysis of bivariate left-truncated competing risks data
- Testing Markovianity in the three-state progressive model via future-past association
- Testing the assumption of independence of truncation time and failure time
- Testing quasi-independence for doubly truncated data
- Multivariate normal distribution approaches for dependently truncated data
- Hypothesis tests for Neyman's bias in case-control studies
- Computationally simple estimation and improved efficiency for special cases of double truncation
- Testing Kendall's τ for a large class of dependent sequences
- Continuous chain-ladder with paid data
- Nonparametric estimation and test of conditional Kendall's tau under semi-competing risks data and truncated data
- A general class for quasi-independence tests for left-truncated right-censored data
- Estimation and test of conditional Kendall's tau under bivariate left-truncation data
- Testing Goodness of Fit of a Uniform Truncation Model
- Nonparametric and Semiparametric Estimation with Sequentially Truncated Survival Data
- Cox regression model under dependent truncation
- Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
- Testing Independence Under Biased Sampling
- Testing independence of bivariate censored data using random walk on restricted permutation graph
- Cox regression with doubly truncated responses and time-dependent covariates: the impact of innovation on firm survival
- Simultaneous computation of Kendall's tau and its jackknife variance
- Bias induced by ignoring double truncation inherent in autopsy-confirmed survival studies of neurodegenerative diseases
- Testing for an ignorable sampling bias under random double truncation
- Estimating cumulative incidence functions in competing risks data with dependent left-truncation
- Cumulative incidence function estimation using population-based biobank data
- A goodness-of-fit test for parametric models based on dependently truncated data
- Methods for testing the Markov condition in the illness-death model: a comparative study
- Robust inverse probability weighted estimators for doubly truncated Cox regression with closed-form standard errors
- Kolmogorov-Smirnov and Cramér-von Mises tests for the k-sample problem with left-truncated and right-censored data
- Generalized local Kendall's : a novel framework for uncovering nonlinear local dependence
- Copula identifiability conditions for dependent truncated data model
- Cross-ratio estimation for bivariate failure times with left truncation
- Local linear estimation of concordance probability with application to covariate effects models on association for bivariate failure-time data
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