Estimation of the survival probabilities by adjusting a Cox model to the tail

DOI10.1016/j.crma.2011.06.011zbMath1223.62155OpenAlexW2051885894MaRDI QIDQ639604

Jean-François Petiot, Jean-Marie Tricot, I. G. Grama

Publication date: 22 September 2011

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2011.06.011

Mathematics Subject Classification ID

Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

Related Items (1)

Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles

Cites Work

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• Best attainable rates of convergence for estimates of parameters of regular variation
• Statistics of extremes by oracle estimation
• Adaptive estimates of parameters of regular variation
• Survival analysis. Techniques for censored and truncated data.
• Asymptotic theory for the Cox model with missing time-dependent covariate

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