Additive time-dependent hazard model with doubly truncated data
Sign Up to like & getrecommendations! Published in 2019 at "Journal of the Korean Statistical Society"
DOI: 10.1016/j.jkss.2018.10.005
Abstract: Abstract For doubly truncated data, i.e. the variables of interest are only observable if they lie in a certain random interval, an additive hazard model with time-dependent regression coefficients is investigated. Consistency and asymptotic normality… read more here.
Keywords: doubly truncated; time dependent; hazard model; truncated data ... See more keywords
Process capability analysis for manufacturing processes based on the truncated data from supplier products
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DOI: 10.1080/00207543.2019.1675916
Abstract: Quality data fraud not only destroys the trust between suppliers and customers but also misleads the decision-making when choosing suppliers. Thus, it is preferred to use the quality data measured by customers to evaluate the… read more here.
Keywords: based truncated; process capability; truncated data; quality data ... See more keywords
Interval Estimation of the Unknown Exponential Parameter Based on Time Truncated Data
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DOI: 10.1080/01966324.2017.1302847
Abstract: SYNOPTIC ABSTRACT In this article, we consider the statistical inference of the unknown parameter of an exponential distribution based on the time truncated data. The time truncated data occurs quite often in reliability analysis for… read more here.
Keywords: interval estimation; time truncated; based time; parameter ... See more keywords
Quantile regression for doubly truncated data
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DOI: 10.1080/02331888.2020.1772788
Abstract: Doubly truncated data arise when the event time of interest T is observed only if it falls within a subject-specific, possibly random, interval . In this article, we study the problem of fitting a quantile… read more here.
Keywords: quantile regression; estimator; regression doubly; doubly truncated ... See more keywords
The conditional maximum likelihood estimation for the Cox–Aalen model with doubly truncated data
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DOI: 10.1080/02331888.2024.2431737
Abstract: Doubly truncated (DT) data occur when event times are observed only if they fall within subject-specific, possibly random, intervals. In this article, we consider conditional maximum likelihood estimation for the regression parameters of the Cox–Aalen… read more here.
Keywords: conditional maximum; doubly truncated; maximum likelihood; likelihood estimation ... See more keywords
Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data
Sign Up to like & getrecommendations! Published in 2018 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2017.1376089
Abstract: ABSTRACT In this paper, we consider the weighted composite quantile regression for linear model with left-truncated data. The adaptive penalized procedure for variable selection is proposed. The asymptotic normality and oracle property of the resulting… read more here.
Keywords: weighted composite; left truncated; regression; composite quantile ... See more keywords
Strong uniform consistency of the conditional hazard function with functional explanatory variable in single functional index model under randomly truncated data
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DOI: 10.2298/fil2419911m
Abstract: The aim of this paper is to estimate non-parametrically the conditional hazard function of a scalar response variable taking values in separable Hilbert space. The response variable is assumed to be left truncated data. We… read more here.
Keywords: conditional hazard; hazard function; function; index ... See more keywords