Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation
From MaRDI portal
Publication:134935
DOI10.1007/s10985-014-9297-5zbMath1322.62018OpenAlexW2085540708WikidataQ51069371 ScholiaQ51069371MaRDI QIDQ134935
Hirofumi Michimae, Yoshihiko Konno, Takeshi Emura, Yoshihiko Konno, Takeshi Emura, Hirofumi Michimae
Publication date: 8 July 2014
Published in: Lifetime Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10985-014-9297-5
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (14)
Weighted rank estimation for nonparametric transformation models with doubly truncated data ⋮ Regression analysis of doubly truncated data based on pseudo-observations ⋮ Truncating the exponential with a uniform distribution ⋮ Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood ⋮ Quantile regression for doubly truncated data ⋮ Additive time-dependent hazard model with doubly truncated data ⋮ Pseudo maximum likelihood estimation for the Cox model with doubly truncated data ⋮ Maximum likelihood estimation for a special exponential family under random double-truncation ⋮ Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation ⋮ Likelihood-based analysis of doubly-truncated data under the location-scale and AFT model ⋮ Conditional maximum likelihood estimation for semiparametric transformation models with doubly truncated data ⋮ double.truncation ⋮ Semiparametric likelihood inference for heterogeneous survival data under double truncation based on a Poisson birth process ⋮ Pseudo MLE for semiparametric transformation model with doubly truncated data
Cites Work
- Nonparametric analysis of doubly truncated data
- Nonparametric maximum likelihood estimation for dependent truncation data based on copulas
- Bandwidth selection for kernel density estimation with doubly truncated data
- Multivariate normal distribution approaches for dependently truncated data
- Computationally simple estimation and improved efficiency for special cases of double truncation
- Nonparametric regression with doubly truncated data
- Survival analysis. Techniques for censored and truncated data.
- Asymptotic theory for the frailty model
- Weak convergence and empirical processes. With applications to statistics
- Kernel density estimation with doubly truncated data
- Existence, uniqueness, and stability of generalized traveling waves in time dependent monostable equations
- Analysing bivariate survival data with interval sampling and application to cancer epidemiology
- Efficient estimation of semiparametric transformation models for counting processes
- Bootstrapping the NPMLE for doubly truncated data
- Nonparametric Methods for Doubly Truncated Data
- Semiparametric Marginal Regression Analysis for Dependent Competing Risks Under an Assumed Copula
- Empirical likelihood ratio with doubly truncated data
- Inference for multi-state models from interval-censored data
This page was built for publication: Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation