Empirical likelihood for average derivatives of hazard regression functions
From MaRDI portal
Publication:745425
DOI10.1007/S00184-007-0124-9zbMath1433.62110OpenAlexW2114168672MaRDI QIDQ745425
Jie Sun, Xuewen Lu, Yongcheng Qi
Publication date: 14 October 2015
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-007-0124-9
empirical likelihoodcompeting risks datasingle-index modelaverage derivativenonparametric hazard regression
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Censored multiple regression by the method of average derivatives
- Empirical likelihood ratio confidence regions
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Empirical likelihood and general estimating equations
- Local likelihood and local partial likelihood in hazard regression
- Efficient estimation of the partly linear additive Cox model
- On a semiparametric survival model with flexible covariate effect
- Methodology and Algorithms of Empirical Likelihood
- Approximation Theorems of Mathematical Statistics
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Empirical likelihood ratio confidence intervals for a single functional
- Confidence Interval Estimation of Survival Probabilities for Censored Data
- Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
- AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS
- Semiparametric Estimation of Index Coefficients
- A class of partially linear single-index survival models
This page was built for publication: Empirical likelihood for average derivatives of hazard regression functions