Pages that link to "Item:Q1314471"

The following pages link to The strong law under random censorship (Q1314471):

Displaying 50 items.

• The strong law under random truncation (Q1807116) (← links)
• A counterexample to a conjecture concerning the Hall-Wellner band (Q1816588) (← links)
• Empirical likelihood semiparametric regression analysis under random censorship (Q1861399) (← links)
• Asymptotic distribution of the Kaplan-Meier \(U\)-statistics. (Q1867137) (← links)
• A new proof of strong consistency of kernel estimation of density function and mode under random censorship. (Q1871257) (← links)
• Exact asymptotic \(\mathcal L_1\)-error of a kernel density estimator under censored data. (Q1871313) (← links)
• Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications (Q1872154) (← links)
• Product-limit estimation for length-biased censored data. (Q1872856) (← links)
• The central limit theorem under semiparametric random censorship models (Q1888827) (← links)
• The central limit theorem under random censorship (Q1896262) (← links)
• NN goodness-of-fit tests for linear models (Q1918461) (← links)
• A note on uniform consistency of the product-limit estimator with staggered entry (Q1962175) (← links)
• Strong consistency under proportional censorship when covariables are present (Q1962176) (← links)
• The strong law under semiparametric random censorship models (Q1969132) (← links)
• Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
• Local linear estimation of the regression function for twice censored data (Q2122827) (← links)
• \(\ell_0\)-regularized high-dimensional accelerated failure time model (Q2129574) (← links)
• Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models (Q2134161) (← links)
• Strong representations of the Kaplan-Meier estimator and hazard estimator with censored widely orthant dependent data (Q2135864) (← links)
• A presmooth estimator of unbiased distributions with length-biased data (Q2179017) (← links)
• Kaplan-Meier V- and U-statistics (Q2180082) (← links)
• Adaptive penalized weighted least absolute deviations estimation for the accelerated failure time model (Q2194752) (← links)
• Improved Kaplan-Meier estimator in survival analysis based on partially rank-ordered set samples (Q2196398) (← links)
• Non-parametric estimation of Gini index with right censored observations (Q2244453) (← links)
• On the probability of holes in truncated samples (Q2270278) (← links)
• Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series (Q2276175) (← links)
• Adaptive group bridge selection in the semiparametric accelerated failure time model (Q2293393) (← links)
• Robust bias estimation for Kaplan-Meier survival estimator with jackknifing (Q2323145) (← links)
• Consistent estimation under random censorship when covariables are present (Q2365600) (← links)
• Asymptotics for a censored generalized linear model with unknown link function (Q2369869) (← links)
• Varying coefficient models having different smoothing variables with randomly censored data (Q2441055) (← links)
• High breakdown point robust regression with censored data (Q2477055) (← links)
• Weighted empirical likelihood in some two-sample semiparametric models with various types of censored data (Q2477056) (← links)
• Empirical likelihood for the difference of two survival functions under right censorship (Q2489834) (← links)
• A strong uniform convergence rate of kernel conditional quantile estimator under random censorship (Q2489867) (← links)
• Product-limit estimators of the survival function with twice censored data (Q2497187) (← links)
• The strong law under a semiparametric model for truncated and censored data (Q2497819) (← links)
• Robust and efficient parametric estimation for censored survival data (Q2502145) (← links)
• The Likelihood Ratio Test for the Presence of Immunes in a Censored Sample (Q2785892) (← links)
• Estimation of Multiple Linear Regression Model with Twice-Censored Data (Q2797842) (← links)
• On kernel density and mode estimates for associated and censored data (Q2811393) (← links)
• Estimators based on data-driven generalized weighted Cramér-von Mises distances under censoring -- with applications to mixture models (Q2911655) (← links)
• Buckley-James type estimator for censored data with covariates missing by design (Q2911665) (← links)
• ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA (Q2937716) (← links)
• Nonparametric Estimation of the Multivariate Distribution Function in a Censored Regression Model with Applications (Q3017872) (← links)
• EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA (Q3081464) (← links)
• The Empirical Likelihood Goodness-of-Fit Test for a Regression Model with Randomly Censored Data (Q3083792) (← links)
• Inverse Probability of Censoring Weighted U-statistics for Right-Censored Data with an Application to Testing Hypotheses (Q3103147) (← links)
• Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates (Q3436529) (← links)
• A class of goodness-of-fit tests based on a new characterization of the exponential distribution (Q3529842) (← links)