The following pages link to (Q4150931):
Displaying 50 items.
- A note on the domination inequalities and their applications (Q426707) (← links)
- Testing based on sampled data for proportional hazards model (Q449908) (← links)
- Conditional density estimation in a censored single-index regression model (Q453276) (← links)
- A score-test on measurement errors in rating transition times (Q469565) (← links)
- On degenerate linear stochastic evolution equations driven by jump processes (Q492948) (← links)
- Strong approximation of continuous time stochastic processes (Q581920) (← links)
- A functional central limit theorem for Hilbert-valued martingales (Q726422) (← links)
- Nonparametric estimation for censored lifetimes suffering from unknown selection bias (Q734525) (← links)
- Modeling rating transitions (Q743774) (← links)
- Distribution estimation from biased data with unknown weighting function. (Q817904) (← links)
- A class of remarkable submartingales (Q850029) (← links)
- Log-rank test and partial likelihood score statistic for failure times dependent on a threshhold of degradation (Q927120) (← links)
- Lenglart domination inequalities for \(g\)-expectations (Q1036610) (← links)
- Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments (Q1058223) (← links)
- Necessary and sufficient conditions for convergence of semimartingales and point processes. II (Q1060758) (← links)
- G-stable convergence of semimartingales (Q1085872) (← links)
- A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems (Q1086915) (← links)
- Asymptotic inference for continuous-time Markov chains (Q1092575) (← links)
- On the convergence of point processes (Q1107210) (← links)
- A counting process approach to the regression analysis of grouped survival data (Q1112527) (← links)
- Weighted empiricals and the product-limit estimator in the multiplicative hazard and time transfer regression model (Q1129455) (← links)
- On tightness and stopping times (Q1172317) (← links)
- Weak convergence of stochastic point processes (Q1172322) (← links)
- Time-dependent coefficients in a Cox-type regression model (Q1180182) (← links)
- Estimation of the subsurvival function for time-to-tumor in survival/sacrifice experiments (Q1186023) (← links)
- Linear rank statistics in regression analysis with censored or truncated data (Q1190554) (← links)
- Inequalities for tails of adapted processes with an application to Wald's lemma (Q1210341) (← links)
- Domains of attraction for semi-martingales taking values in the tempered distributions space (Q1262606) (← links)
- A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data (Q1314484) (← links)
- Generalized martingale-residual processes for goodness-of-fit inference in Cox's type regression models (Q1359430) (← links)
- Semiparametric estimation based on parametric modeling of the cause-specific hazard ratios in competing risks (Q1414605) (← links)
- Estimation in a Cox regression model with a change-point according to a threshold in a covariate (Q1429312) (← links)
- Generalization of an inequality of Birnbaum and Marshall, with applications to growth rates for submartingales (Q1822133) (← links)
- Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times (Q1836443) (← links)
- Tests for semiparametric model based on non-homogeneous Markov process (Q1916180) (← links)
- Martingale transforms and their projection operators on manifolds (Q1950468) (← links)
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803) (← links)
- Burkholder-Davis-Gundy inequalities in UMD Banach spaces (Q2006396) (← links)
- Sharpness of Lenglart's domination inequality and a sharp monotone version (Q2064872) (← links)
- Deep learning for the partially linear Cox model (Q2148978) (← links)
- Local characteristics and tangency of vector-valued martingales (Q2208475) (← links)
- Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise (Q2220751) (← links)
- Heavy-tailed configuration models at criticality (Q2227459) (← links)
- Estimating the hazard functions of two alternating recurrent events in the presence of covariates (Q2316736) (← links)
- Maximal \(\gamma\)-regularity (Q2351476) (← links)
- Dynamic modeling and statistical analysis of event times (Q2381747) (← links)
- Stochastic integrals and BDG's inequalities in Orlicz-type spaces (Q2403704) (← links)
- A maximal inequality for fractional Brownian motions (Q2414733) (← links)
- Nonparametric inference under competing risks and selection-biased sampling (Q2482619) (← links)
- Almost sure optimal hedging strategy (Q2511561) (← links)
