Displaying similar documents to “Analytical bootstrap methods for censored data.”

Modified power divergence estimators in normal models – simulation and comparative study

Iva Frýdlová, Igor Vajda, Václav Kůs (2012)

Kybernetika

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Point estimators based on minimization of information-theoretic divergences between empirical and hypothetical distribution induce a problem when working with continuous families which are measure-theoretically orthogonal with the family of empirical distributions. In this case, the φ -divergence is always equal to its upper bound, and the minimum φ -divergence estimates are trivial. Broniatowski and Vajda [3] proposed several modifications of the minimum divergence rule to provide a solution...

One Bootstrap suffices to generate sharp uniform bounds in functional estimation

Paul Deheuvels (2011)

Kybernetika

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We consider, in the framework of multidimensional observations, nonparametric functional estimators, which include, as special cases, the Akaike–Parzen–Rosenblatt kernel density estimators ([1, 18, 20]), and the Nadaraya–Watson kernel regression estimators ([16, 22]). We evaluate the sup-norm, over a given set 𝐈 , of the difference between the estimator and a non-random functional centering factor (which reduces to the estimator mean for kernel density estimation). We show that, under...

Estimation of nuisance parameters for inference based on least absolute deviations

Wojciech Niemiro (1995)

Applicationes Mathematicae

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Statistical inference procedures based on least absolute deviations involve estimates of a matrix which plays the role of a multivariate nuisance parameter. To estimate this matrix, we use kernel smoothing. We show consistency and obtain bounds on the rate of convergence.

Least empirical risk procedures in statistical inference

Wojciech Niemiro (1993)

Applicationes Mathematicae

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We consider the empirical risk function Q n ( α ) = 1 n ∑ i = 1 n · f ( α , Z i ) (for iid Z i ’s) under the assumption that f(α,z) is convex with respect to α. Asymptotics of the minimum of Q n ( α ) is investigated. Tests for linear hypotheses are derived. Our results generalize some of those concerning LAD estimators and related tests.

Bayesian nonparametric estimation of hazard rate in monotone Aalen model

Jana Timková (2014)

Kybernetika

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This text describes a method of estimating the hazard rate of survival data following monotone Aalen regression model. The proposed approach is based on techniques which were introduced by Arjas and Gasbarra [4]. The unknown functional parameters are assumed to be a priori piecewise constant on intervals of varying count and size. The estimates are obtained with the aid of the Gibbs sampler and its variants. The performance of the method is explored by simulations. The results indicate...

Bias correction on censored least squares regression models

Jesus Orbe, Vicente Núñez-Antón (2012)

Kybernetika

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This paper proposes a bias reduction of the coefficients' estimator for linear regression models when observations are randomly censored and the error distribution is unknown. The proposed bias correction is applied to the weighted least squares estimator proposed by Stute [28] [W. Stute: Consistent estimation under random censorship when covariables are present. J. Multivariate Anal. 45 (1993), 89-103.], and it is based on model-based bootstrap resampling techniques that also allow...