The analysis of left truncated bivariate data using frailty models
Antai Wang, Krishnendu Chandra, Xieyang Jia
págs. 847-860
Linear factor copula models and their properties
Pawel Krupski, Marc G. Genton
págs. 861-878
General approach to coordinate representation of compositional tables
Kamila Facevicová, Karel Hron, Valentin Todorov, Matthias Templ
págs. 879-899
Estimating high‐dimensional additive Cox model with time‐dependent covariate processes
Shaogao Lv, Jiakun Jiang, Fanyin Zhou, Jian Huang, Huazhen Lin
págs. 900-922
Estimating the variance in a pseudo‐observation scheme with competing risks
Morten Overgaard, Erik Thorlund, Jan Pedersen
págs. 923-940
Stijn Vansteelandt, Vanessa Didelez
págs. 941-961
Semiparametric maximum likelihood inference for nonignorable nonresponse with callbacks
Zhong Guan, Denis H. Y. Leung, Jing Qin
págs. 962-984
M.N.M. van Lieshout
págs. 985-1015
A Bayesian semiparametric partially PH model for clustered time‐to‐event data
Bernardo Nipoti, Alejandro Jara, Jara Michele Guindani
págs. 1016-1035
Konrad Abramowicz, Charlotte K. Häger, Alessia Pini, Sara Sjöstedt de Luna, Simone Vantini
págs. 1036-1061
Bayesian nonparametric inference beyond the Gibbs‐type framework
Federico Camerlenghi, Antonio Lijoi, Lijoi Igor Prünster
págs. 1062-1091
Small area estimation of complex parameters under unit‐level models with skew‐normal errors
Mamadou S. Diallo, J. N. K. Rao
págs. 1092-1116
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