On a deconvolution problem under competing risks

DOI10.1080/02331888.2016.1258073zbMath1369.62063OpenAlexW2267554475MaRDI QIDQ5280365

Christophe Chesneau, Hassan Doosti, Isha Dewan

Publication date: 20 July 2017

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2016.1258073

zbMATH Keywords

deconvolutionidentifiabilitycompeting risksfailure rates

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Reliability and life testing (62N05)

Cites Work

• Unnamed Item
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• Practical bandwidth selection in deconvolution kernel density estimation
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• Fourier methods for estimating mixing densities and distributions
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• A truncated estimation method with guaranteed accuracy
• On characterizing the gamma and the normal distribution
• Competing Risks
• Deconvolving kernel density estimators
• Nonparametric Regression Estimation in the Heteroscedastic Errors-in-Variables Problem
• Deconvolution with supersmooth distributions
• Analysis of Survival Data with Two Dependent Competing Risks
• On the effect of misspecifying the error density in a deconvolution problem
• Asymptotic Normality of Kernel-Type Deconvolution Estimators
• On characterizing the normal distribution by Student's law
• On a characterization of probability distributions on locally compact abelian groups

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