日期精度：到日 2 篇 · 到月 0 篇 · 到年 0 篇
通过预言机估计研究极值统计
We use the fitted Pareto law to construct an accompanying approximation of the excess distribution function. A selection rule of the location of the excess distribution function is proposed based on a stagewise lack-of-fit testing procedure. Our main result is an oracle type inequality for the Kullback–Leibler loss.
含缺失时变协变量的 Cox 模型渐近理论
The relationship between a time-dependent covariate and survival times is usually evaluated via the Cox model. Time-dependent covariates are generally available as longitudinal data collected regularly during the course of the study. A frequent problem, however, is the occurence of missing covariate data. A recent approach to estimation in the Cox model in this case jointly models survival and the longitudinal covariate. However, theoretical justification of this approach is…