Listar Modelización, Optimización e Inferencia Estadística (MODES) por autor "Keilegom, Ingrid Van"
Mostrando ítems 1-4 de 4
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Nonparametric covariate hypothesis tests for the cure rate in mixture cure models
López-Cheda, Ana; Jácome, M. A.; Keilegom, Ingrid Van; Cao, Ricardo (John Wiley & Sons, 2020-06)[Abstract]: In lifetime data, like cancer studies, there may be long term survivors, which lead to heavy censoring at the end of the follow-up period. Since a standard survival model is not appropriate to handle these data, ... -
Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models
López-Cheda, Ana; Cao, Ricardo; Jácome, M. A.; Keilegom, Ingrid Van (Elsevier, 2017-01)[Abstract]: A completely nonparametric method for the estimation of mixture cure models is proposed. A nonparametric estimator of the incidence is extensively studied and a nonparametric estimator of the latency is presented. ... -
Nonparametric Inference in Mixture Cure Models
López-Cheda, Ana; Cao, Ricardo; Jácome, M. A.; Keilegom, Ingrid Van (MDPI, 2018-09)[Abstract]: A completely nonparametric method for the estimation of mixture cure models is proposed. Nonparametric estimators for the cure probability (incidence) and for the survival function of the uncured population ... -
Probability of default estimation in credit risk using mixture cure models
Peláez, Rebeca; Keilegom, Ingrid Van; Cao, Ricardo; Vilar, Juan M. (Elsevier, 2024-01)[Abstract]: An estimator of the probability of default (PD) in credit risk is proposed. It is derived from a nonparametric conditional survival function estimator based on cure models. Asymptotic expressions for the bias ...