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A general transformation class of semiparametric cure rate frailty models

Diao, Guoqing; Yin, Guosheng - In: Annals of the Institute of Statistical Mathematics 64 (2012) 5, pp. 959-989

We consider a class of cure rate frailty models for multivariate failure time data with a survival fraction. This class is formulated through a transformation on the unknown population survival function. It incorporates random effects to account for the underlying correlation, and includes the...

Persistent link: https://www.econbiz.de/10010848631

Testing for a constant coefficient of variation in nonparametric regression by empirical processes

Dette, Holger; Marchlewski, Mareen; Wagener, Jens - In: Annals of the Institute of Statistical Mathematics 64 (2012) 5, pp. 1045-1070

In the common nonparametric regression model, we consider the problem of testing the hypothesis that the coefficient of the scale and location function is constant. The test is based on a comparison of the standardized (by a local linear estimate of the scale function) observations with their...

Persistent link: https://www.econbiz.de/10010848637

Testing the tail index in autoregressive models

Jurečková, Jana; Koul, Hira; Picek, Jan - In: Annals of the Institute of Statistical Mathematics 61 (2009) 3, pp. 579-598

Persistent link: https://www.econbiz.de/10005029250

Quantile Processes in the Presence of Auxiliary Information

Zhang, Biao - In: Annals of the Institute of Statistical Mathematics 49 (1997) 1, pp. 35-55

Persistent link: https://www.econbiz.de/10005616264

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

Non-parametric Estimation for the M/G/∞ Queue

Bingham, N.; Pitts, Susan - In: Annals of the Institute of Statistical Mathematics 51 (1999) 1, pp. 71-97

Persistent link: https://www.econbiz.de/10005760191

Estimation of entropy and other functionals of a multivariate density

Joe, Harry - In: Annals of the Institute of Statistical Mathematics 41 (1989) 4, pp. 683-697

Persistent link: https://www.econbiz.de/10005760206

Local empirical processes near boundaries of convex bodies

Khmaladze, Estate; Weil, Wolfgang - In: Annals of the Institute of Statistical Mathematics 60 (2008) 4, pp. 813-842

Persistent link: https://www.econbiz.de/10005169308

Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process

Kojadinovic, Ivan; Yan, Jun - In: Annals of the Institute of Statistical Mathematics 63 (2011) 2, pp. 347-373

Persistent link: https://www.econbiz.de/10008925554

A simple test for the parametric form of the variance function in nonparametric regression

Dette, Holger; Hetzler, Benjamin - In: Annals of the Institute of Statistical Mathematics 61 (2009) 4, pp. 861-886

Persistent link: https://www.econbiz.de/10008467098