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Bezier curve smoothing of the Kaplan-Meier estimator

Kim, Choongrak; Park, Byeong; Kim, Woochul; Lim, Chiyon - In: Annals of the Institute of Statistical Mathematics 55 (2003) 2, pp. 359-367

Persistent link: https://www.econbiz.de/10005395628

A penalty method for nonparametric estimation of the intensity function of a counting process

Antoniadis, Anestis - In: Annals of the Institute of Statistical Mathematics 41 (1989) 4, pp. 781-807

Persistent link: https://www.econbiz.de/10005169322

Comparison of presmoothing methods in kernel density estimation under censoring

Jácome, M.; Gijbels, I.; Cao, R. - In: Computational Statistics 23 (2008) 3, pp. 381-406

Persistent link: https://www.econbiz.de/10005613168

Functional inference in semiparametric models using the piggyback bootstrap

Dixon, John; Kosorok, Michael; Lee, Bee - In: Annals of the Institute of Statistical Mathematics 57 (2005) 2, pp. 255-277

Persistent link: https://www.econbiz.de/10005616310

Bootstrap for the conditional distribution function with truncated and censored data

Pérez, M. Iglesias; Manteiga, W. González - In: Annals of the Institute of Statistical Mathematics 55 (2003) 2, pp. 331-357

Persistent link: https://www.econbiz.de/10005616378

A Method for Testing Nested Point Null Hypotheses Using Multiple Bayes Factor

Kim, Hea-Jung - In: Annals of the Institute of Statistical Mathematics 51 (1999) 3, pp. 585-602

Persistent link: https://www.econbiz.de/10005616423

Confidence bands for quantile function under random censorship

Chung, Chang-Jo; Csörgő, Miklós; Horváth, Lajos - In: Annals of the Institute of Statistical Mathematics 42 (1990) 1, pp. 21-36

Persistent link: https://www.econbiz.de/10005616438

Curved exponential families of stochastic processes and their envelope families

Küchler, Uwe; Sørensen, Michael - In: Annals of the Institute of Statistical Mathematics 48 (1996) 1, pp. 61-74

Persistent link: https://www.econbiz.de/10005616445

Marshall-Olkin extended weibull distribution and its application to censored data

Ghitany, M. E.; Al-Hussaini, E. K.; Al-Jarallah, R. A. - In: Journal of Applied Statistics 32 (2005) 10, pp. 1025-1034

In this paper we show that the Marshall-Olkin extended Weibull distribution can be obtained as a compound distribution with mixing exponential distribution. In addition, we provide simple sufficient conditions for the shape of the hazard rate function of the distribution. Moreover, we extend the...

Persistent link: https://www.econbiz.de/10005639806

Estimating Default Risk Premia from Default Swap Rates and EDFs

Berndt, Antje; Douglas, Rohan - Society for Economic Dynamics - SED - 2004

This paper estimates recent default risk premia for U.S. corporate debt, based on a close relationship between default probabilities, as estimated by the Moodyâ€™s KMV EDF measure, and market default swap (CDS) rates. The default-swap data, obtained by CIBC from a large number of dealers...

Persistent link: https://www.econbiz.de/10005085455