ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA

DOI10.1111/jtsa.12096zbMath1311.62071OpenAlexW1566824278MaRDI QIDQ2937716

Yinxiao Huang, Stanislav Volgushev, Xiao-Feng Shao

Publication date: 12 January 2015

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12096

zbMATH Keywords

survival analysisquantilecensored dataempirical likelihooddependenceself-normalization

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Nonparametric tolerance and confidence regions (62G15) Brownian motion (60J65) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)

Related Items (6)

A unified approach to self-normalized block sampling ⋮ Unnamed Item ⋮ Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach ⋮ Unsupervised Self-Normalized Change-Point Testing for Time Series ⋮ A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter ⋮ Adjusted-range self-normalized confidence interval construction for censored dependent data

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