Functional inference in semiparametric models using the piggyback bootstrap
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Cites work
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- scientific article; zbMATH DE number 509150 (Why is no real title available?)
- scientific article; zbMATH DE number 194921 (Why is no real title available?)
- Asymptotic Normality of Semiparametric and Nonparametric Posterior Distributions
- Asymptotic Statistics
- Asymptotic theory for the correlated gamma-frailty model
- Bayesian bootstrap for proportional hazards models
- Confidence Bands for Survival Curves Under the Proportional Hazards Model
- Consistency in a proportional hazards model incorporating a random effect
- Empirical distributions in selection bias models
- Estimation and Testing in a Two-Sample Generalized Odds-Rate Model
- Exchangeably weighted bootstraps of the general empirical process
- Large sample theory of maximum likelihood estimates in semiparametric biased sampling models.
- Linear integral equations
- Manifolds, tensor analysis, and applications.
- On Profile Likelihood
- Robust inference for univariate proportional hazards frailty regression models
- Semiparametric Models: A Generalized Self-Consistency Approach
- Semiparametric efficient estimation in the generalized odds-rate class of regression models for right-censored time-to-event data
- Statistical Methods for Assessing Differential Vaccine Protection Against Human Immunodeficiency Virus Types
- Towards a general asymptotic theory for Cox model with staggered entry
- Weak convergence and empirical processes. With applications to statistics
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