Estimation of the Asymptotic Variance of Semiparametric Maximum Likelihood Estimators in the Cox Model with a Missing Time-Dependent Covariate
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Publication:3155332
DOI10.1081/STA-120030156zbMath1114.62325OpenAlexW2092768630MaRDI QIDQ3155332
Jean-François Dupuy, Mounir Mesbah
Publication date: 14 January 2005
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-120030156
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (4)
Analysis of a semiparametric mixture model for competing risks ⋮ A note on variance estimation in the Cox proportional hazards model ⋮ Asymptotic theory for the Cox model with missing time-dependent covariate ⋮ The proportional hazards model with covariate measurement error
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