The following pages link to Takeshi Emura (Q314580):
Displayed 50 items.
- A goodness-of-fit test for Archimedean copula models in the presence of right censoring (Q113602) (← links)
- Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation (Q134935) (← links)
- Maximum likelihood estimation for a special exponential family under random double-truncation (Q134937) (← links)
- Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation (Q134938) (← links)
- Likelihood-based analysis of doubly-truncated data under the location-scale and AFT model (Q134942) (← links)
- Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula (Q141957) (← links)
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula (Q141958) (← links)
- Nonparametric maximum likelihood estimation for dependent truncation data based on copulas (Q151557) (← links)
- Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach (Q151564) (← links)
- Semiparametric inference for an accelerated failure time model with dependent truncation (Q151565) (← links)
- Testing quasi-independence for truncation data (Q151566) (← links)
- Item:Q314580 (redirect page) (← links)
- Multivariate normal distribution approaches for dependently truncated data (Q434391) (← links)
- An improved nonparametric estimator of sub-distribution function for bivariate competing risk models (Q458658) (← links)
- Erratum to: ``Multivariate normal distribution approaches for dependently truncated data'' (Q465652) (← links)
- A goodness-of-fit test for parametric models based on dependently truncated data (Q693227) (← links)
- Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term (Q825319) (← links)
- Correction to: ``A copula-based Markov chain model for serially dependent event times with a dependent terminal event'' (Q825343) (← links)
- Survival analysis with correlated endpoints. Joint frailty-copula models (Q1728706) (← links)
- Analysis of survival data with dependent censoring. Copula-based approaches (Q1754002) (← links)
- A copula-based Markov chain model for serially dependent event times with a dependent terminal event (Q2068940) (← links)
- Multivariate failure time distributions derived from shared frailty and copulas (Q2068954) (← links)
- Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients (Q2095777) (← links)
- Estimation of the Mann-Whitney effect in the two-sample problem under dependent censoring (Q2189612) (← links)
- Copula-based Markov models for time series. Parametric inference and process control (Q2191445) (← links)
- On the copula correlation ratio and its generalization (Q2222232) (← links)
- Meta-analysis of individual patient data with semi-competing risks under the Weibull joint frailty-copula model (Q2228211) (← links)
- A decision theoretic approach to change point estimation for binomial CUSUM control charts (Q2816637) (← links)
- Estimation and Model Selection for Left-truncated and Right-censored Lifetime Data with Application to Electric Power Transformers Analysis (Q2828703) (← links)
- (Q3074775) (← links)
- A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing (Q4638806) (← links)
- Analysis of Doubly Truncated Data (Q4966903) (← links)
- Profile likelihood approaches for semiparametric copula and frailty models for clustered survival data (Q5036930) (← links)
- Fitting competing risks data to bivariate Pareto models (Q5078410) (← links)
- Penalized Cox regression with a five-parameter spline model (Q5078865) (← links)
- Model diagnostic procedures for copula-based Markov chain models for statistical process control (Q5082704) (← links)
- A Bayesian inference for time series via copula-based Markov chain models (Q5083906) (← links)
- Critical review and comparison of continuity correction methods: The normal approximation to the binomial distribution (Q5085024) (← links)
- Estimation under copula-based Markov normal mixture models for serially correlated data (Q5086400) (← links)
- A modified Liu-type estimator with an intercept term under mixture experiments (Q5349190) (← links)
- R routines for performing estimation and statistical process control under copula-based time series models (Q5358361) (← links)
- Estimation of a common mean vector in bivariate meta-analysis under the FGM copula (Q5742600) (← links)
- (Q5879919) (← links)
- (Q5886018) (← links)
- (Q5886023) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970328) (← links)
- g.ridge (Q5979169) (← links)
- A joint frailty‐copula model for meta‐analytic validation of failure time surrogate endpoints in clinical trials (Q6071311) (← links)
- A survival tree based on stabilized score tests for high-dimensional covariates (Q6099325) (← links)
- A class of general pretest estimators for the univariate normal mean (Q6106210) (← links)