跳到正文
收录说明
收录范围
保留计量方法研究、相关统计基础,以及实质涉及计量方法的应用、教程、比较和综述。书评、刊务及明确无关内容不公开;身份或相关性证据不足的记录保留待核,补充可靠材料后可重新判断。
当前期刊来源见下方官网链接及期刊目录。综合经济学与金融期刊逐篇筛查计量方向,证据不足时暂不公开。正刊、在线优先论文和已核实接收稿合并展示;按标题、可靠摘要、目录及身份匹配的出版社 JEL 分类核验相关性;计量类 JEL 与摘要相互印证,无 JEL 不直接排除。历史回补以可取得的注册题录和目录为准,不等于覆盖全部纸本。
日期与排序
默认按最近发表排序:正刊使用刊期,待刊使用上线日期;缺少上线日期时,排序参考登记或首次收录时间,并在卡片注明。更多筛选可选择出版状态和日期口径;卷期依据出版社元数据,不因待刊时间较长而推定已编入正刊。仅有月份或年份时,日期区间相交也会纳入。

日期精度:到日 4 篇 · 到月 0 篇 · 到年 0 篇

分类与引用
领域和方法依据题名、摘要初步分类,可人工修正;分类不代表论文质量。引用数采用 OpenAlex 单条关联记录,不合计版本。
更新与 AI 解读
正常题录、可靠摘要与引用同步继续;日、周、月简报按核实的发表与修订日期汇总,历史补录保留在文献库。AI 解读依据可靠摘要或已核实原文片段,已有解读保留供阅读参考;缺少可靠材料的条目保持待解读,浏览页面不会触发生成。
4 篇论文
导出

Efficient Estimation in the Fine and Gray Model

Fine–Gray 模型中的有效估计

Direct regression for the cumulative incidence function (CIF) has become increasingly popular since the Fine and Gray model was suggested (Fine and Gray) due to its more direct interpretation on the probability risk scale. We here consider estimation within the Fine and Gray model using the theory of semiparametric efficient estimation. We show that the Fine and Gray estimator is semiparametrically efficient in the case without censoring. In the case of right-censored data,…

AI 解读阅读原文 ↗BibTeX ↓

A generalized additive regression model for survival times

生存时间的广义加性回归模型

We present a non-parametric survival model with two time-scales. The time-scales are equivalent up to a constant that varies over the subjects. Covariate effects are modelled linearly on each time scale by additive Aalen models. Estimators of the cumulative intensities on the two time-scales are suggested by solving approximate local maximum likelihood estimating equations. The local estimating equations necessitate only the choice of one bandwidth. The estimators are…

AI 解读阅读原文 ↗BibTeX ↓

A nonparametric dynamic additive regression model for longitudinal data

纵向数据的非参数动态加性回归模型

In this work we study additive dynamic regression models for longitudinal data. These models provide a flexible and nonparametric method for investigating the time-dynamics of longitudinal data. The methodology is aimed at data where measurements are recorded at random time points. We model the conditional mean of responses given the full internal history and possibly time-varying covariates. We derive the asymptotic distribution for a new nonparametric least squares…

AI 解读阅读原文 ↗BibTeX ↓

Cumulative regression function tests for regression models for longitudinal data

纵向数据回归模型的累积回归函数检验

The longitudinal regression model $Y_{i,j} = m(V_\tau_{i,j}^i) + \varepsilon_{i,j}$ where $Y_{i,j}$, is the $j$th measurement of the $i$th subject at random time $\tau_{i,j}$, $m$ is the regression function, $V_\tau_{i, j}$ is a predictable covariate process observed at time $\tau_{i,j}$ and $\varepsilon_{i,j}$ is noise, often provides an adequate framework for modeling and comparing groups of data. The proposed longitudinal regression model is based on marked point process…

AI 解读阅读原文 ↗BibTeX ↓