Pages that link to "Item:Q1178946"
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The following pages link to Large sample theory of a modified Buckley-James estimator for regression analysis with censored data (Q1178946):
Displaying 50 items.
- Marginal semiparametric multivariate accelerated failure time model with generalized estimating equations (Q123913) (← links)
- Accelerated failure time model with quantile information (Q314576) (← links)
- An empirical likelihood method for semiparametric linear regression with right censored data (Q382603) (← links)
- Nonparametric quasi-likelihood for right censored data (Q415589) (← links)
- Semiparametric efficient inferences for lifetime regression model with time-dependent covariates (Q421386) (← links)
- A sieve M-theorem for bundled parameters in semiparametric models, with application to the efficient estimation in a linear model for censored data (Q449981) (← links)
- Maximum deviation of error density estimators in censored linear regression (Q452874) (← links)
- Smoothed rank-based procedure for censored data (Q485949) (← links)
- Rank-based inference for the accelerated failure time model in the presence of interval censored data (Q515173) (← links)
- The GMLE based Buckley-James estimator with modified case-cohort data (Q601777) (← links)
- Imputation for semiparametric transformation models with biased-sampling data (Q746162) (← links)
- Estimation in a linear regression model with censored data (Q750043) (← links)
- Rank regression for accelerated failure time model with clustered and censored data (Q901630) (← links)
- Polynomial regression with censored data based on preliminary nonparametric estimation (Q995803) (← links)
- Single-index regression models with right-censored responses (Q1007489) (← links)
- Renovating interval-censored responses (Q1126024) (← links)
- Linear rank statistics in regression analysis with censored or truncated data (Q1190554) (← links)
- Simulations of the Theil-Sen regression estimator with right-censored data (Q1266000) (← links)
- Linear regression with doubly censored data (Q1354489) (← links)
- Semiparametric estimation of the type-3 Tobit model (Q1367136) (← links)
- Regression \(M\)-estimators with doubly censored data (Q1383098) (← links)
- Component reliability analysis of \(k\)-out-of-\(n\) systems with censored data (Q1400137) (← links)
- Regression \(M\)-estimators with non-i.i.d. doubly censored data. (Q1434012) (← links)
- Estimation of linear error-in-covariables models with validation data under random censorship (Q1587361) (← links)
- Prediction from randomly right censored data (Q1599072) (← links)
- Lower confidence limit for reliability based on grouped data using a quantile-filling algorithm (Q1623478) (← links)
- A new approach to regression analysis of censored competing-risks data (Q1641904) (← links)
- A homoscedasticity test for the accelerated failure time model (Q1729360) (← links)
- Regression analysis of restricted mean survival time based on pseudo-observations (Q1770865) (← links)
- Spline nonparametric quasi-likelihood regression within the frame of the accelerated failure time model (Q1927044) (← links)
- On Lasso for censored data (Q1951988) (← links)
- Automatic grouping using smooth-threshold estimating equations (Q1952187) (← links)
- Weighted least squares method for the accelerated failure time model with auxiliary covariates (Q2311736) (← links)
- Nonparametric robust regression estimation for censored data (Q2359171) (← links)
- Asymptotic properties of hazard rate estimator in censored linear regression (Q2364048) (← links)
- Buckley-James-type of estimators under the classical case cohort design (Q2477009) (← links)
- High breakdown point robust regression with censored data (Q2477055) (← links)
- Empirical likelihood analysis of the Buckley-James estimator (Q2482622) (← links)
- Estimation of Multiple Linear Regression Model with Twice-Censored Data (Q2797842) (← links)
- Composite estimating equation method for the accelerated failure time model with length-biased sampling data (Q2815587) (← links)
- Robust Smoothed Rank Estimation Methods for Accelerated Failure Time Model Allowing Clusters (Q2816717) (← links)
- Weighted least-squares method for right-censored data in accelerated failure time model (Q2846442) (← links)
- Buckley-James-type estimator with right-censored and length-biased data (Q2893395) (← links)
- Buckley-James type estimator for censored data with covariates missing by design (Q2911665) (← links)
- Analysis of Failure Time Data with Mixed-Effects Accelerated Failure Time Model (Q3015870) (← links)
- Variance estimation of the Buckley–James estimator under discrete assumptions (Q3019803) (← links)
- Variable Selection for Partially Linear Models with Randomly Censored Data (Q3072391) (← links)
- Variable Selection in Semiparametric Linear Regression with Censored Data (Q3541268) (← links)
- ASYMPTOTIC PROPERTIES OF LINEAR REGRESSION ESTIMATORS UNDER A FIXED CENSORSHIP MODEL (Q3809055) (← links)
- A branching process method in Lagrance random variate generation (Q4019333) (← links)
