Showing 1 - 10 of 48
We propose recursively imputed survival tree (RIST) regression for right-censored data. This new nonparametric regression procedure uses a novel recursive imputation approach combined with extremely randomized trees that allows significantly better use of censored data than previous tree-based...
Persistent link: https://www.econbiz.de/10010605423
Diagnostic checking for multivariate parametric models is investigated in this article. A nonparametric Monte Carlo Test (NMCT) procedure is proposed. This Monte Carlo approximation is easy to implement and can automatically make any test procedure scale-invariant even when the test statistic is...
Persistent link: https://www.econbiz.de/10005093890
We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile likelihood are constructed and shown to be asymptotically...
Persistent link: https://www.econbiz.de/10009468305
Outcome-dependent sampling designs have been shown to be a cost-effective way to enhance study efficiency. We show that the outcome-dependent sampling design with a continuous outcome can be viewed as an extension of the two-stage case-control designs to the continuous-outcome case. We further...
Persistent link: https://www.econbiz.de/10005743491
Simple extensions of the nonparametric bivariate survival estimator of Lin and Ying (Biometrika 80 (1993) 573) are proposed which permit consistent estimation over the entire support of the censored data distribution. These extensions utilize a simple class of stopping times. Large sample...
Persistent link: https://www.econbiz.de/10005074713
The nonparametric monotone MLE is used to overcome the severe under-estimation of survival functions by the NPMLE for left truncated data when a monotone hazard assumption is appropriate. In this paper, we establish the consistency of the monotone MLE for interval-censored data with or without...
Persistent link: https://www.econbiz.de/10005074751
Persistent link: https://www.econbiz.de/10005238686
Persistent link: https://www.econbiz.de/10005238800
M-estimation is a widely used technique for statistical inference. In this paper, we study properties of ordinary and weighted M-estimators for semiparametric models, especially when there exist parameters that cannot be estimated at the convergence rate. Results on consistency, rates of...
Persistent link: https://www.econbiz.de/10005199425
Persistent link: https://www.econbiz.de/10009358109