Author: Joan S. ChmielPublisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 0
Book Description
Asymptotic Properties for Estimators Derived from the Kaplan-Meier Estimator
Author: Joan S. ChmielPublisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 0
Book Description
Asymptotic Properties for Estimators Derived from the Kaplan-Meier Estimator
Author: Joan M. SanderPublisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 150
Book Description
Asymptotic Properties of the Left Kaplan-Meier Estimator Via Compact Differentiability
Author: G. GómezThe Preferred Choice Between the Maximum Likelihood Estimator and the Kaplan-Meier Estimator
Author: Sherrie Emiko EmotoFunctional Estimation For Density, Regression Models And Processes
Author: Odile PonsPublisher: World Scientific
ISBN: 9814460613
Category : Mathematics
Languages : en
Pages : 210
Book Description
This book presents a unified approach on nonparametric estimators for models of independent observations, jump processes and continuous processes. New estimators are defined and their limiting behavior is studied. From a practical point of view, the book expounds on the construction of estimators for functionals of processes and densities, and provides asymptotic expansions and optimality properties from smooth estimators.It also presents new regular estimators for functionals of processes, compares histogram and kernel estimators, compares several new estimators for single-index models, and it examines the weak convergence of the estimators.
Additive and Multiplicative Semiparametric Models in Accelerated Life Testing and Survival Analysis
Author: Vilijandas BagdonavičiusPublisher: Queens University, Institute of Intergovernmental Relations
ISBN:
Category : Mathematics
Languages : en
Pages : 122
Book Description
A Comparison of Three Estimators Derived from the Kaplan-Meier Estimator
Author: Stanford University. Division of BiostatisticsPublisher:
ISBN:
Category :
Languages : en
Pages : 19
Book Description
Asymptotic Properties of Some Estimators in Moving Average Models
Author: Stanford University. Department of StatisticsPublisher:
ISBN:
Category : Time-series analysis
Languages : en
Pages : 318
Book Description
The author considers estimation procedures for the moving average model of order q. Walker's method uses k sample autocovariances (k> or = q). Assume that k depends on T in such a way that k nears infinity as T nears infinity. The estimates are consistent, asymptotically normal and asymptotically efficient if k = k (T) dominates log T and is dominated by (T sub 1/2). The approach in proving these theorems involves obtaining an explicit form for the components of the inverse of a symmetric matrix with equal elements along its five central diagonals, and zeroes elsewhere. The asymptotic normality follows from a central limit theorem for normalized sums of random variables that are dependent of order k, where k tends to infinity with T. An alternative form of the estimator facilitates the calculations and the analysis of the role of k, without changing the asymptotic properties.
Statistical Models Based on Counting Processes
Author: Per K. AndersenPublisher: Springer Science & Business Media
ISBN: 1461243483
Category : Mathematics
Languages : en
Pages : 779
Book Description
Modern survival analysis and more general event history analysis may be effectively handled within the mathematical framework of counting processes. This book presents this theory, which has been the subject of intense research activity over the past 15 years. The exposition of the theory is integrated with careful presentation of many practical examples, drawn almost exclusively from the authors'own experience, with detailed numerical and graphical illustrations. Although Statistical Models Based on Counting Processes may be viewed as a research monograph for mathematical statisticians and biostatisticians, almost all the methods are given in concrete detail for use in practice by other mathematically oriented researchers studying event histories (demographers, econometricians, epidemiologists, actuarial mathematicians, reliability engineers and biologists). Much of the material has so far only been available in the journal literature (if at all), and so a wide variety of researchers will find this an invaluable survey of the subject.
Lectures on Probability Theory
Author: Dominique BakryPublisher: Springer
ISBN: 3540485686
Category : Mathematics
Languages : en
Pages : 429
Book Description
This book contains work-outs of the notes of three 15-hour courses of lectures which constitute surveys on the concerned topics given at the St. Flour Probability Summer School in July 1992. The first course, by D. Bakry, is concerned with hypercontractivity properties and their use in semi-group theory, namely Sobolev and Log Sobolev inequa- lities, with estimations on the density of the semi-groups. The second one, by R.D. Gill, is about statistics on survi- val analysis; it includes product-integral theory, Kaplan- Meier estimators, and a look at cryptography and generation of randomness. The third one, by S.A. Molchanov, covers three aspects of random media: homogenization theory, loca- lization properties and intermittency. Each of these chap- ters provides an introduction to and survey of its subject.