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Bootstrap Selector for the Smoothing Parameter of Beran’s Estimator
(MDPI, 2021)
[Abstract] This work proposes a resampling technique to approximate the smoothing parameter of Beran’s estimator. It is based on resampling by the smoothed bootstrap and minimising the bootstrap approximation of the mean ...
Probability of default estimation in credit risk using mixture cure models
(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 ...
Nonparametric Estimation in Mixture Cure Models with Covariates
(Springer Nature, 2023-05-17)
[Abstract] Nonparametric estimation methods for the cure rate and the distribution of the failure time of uncured subjects with covariates for censored survival data have attracted much attention in the last few years. To ...
Rejoinder on: Nonparametric estimation in mixture cure models with covariates
(Springer Nature, 2023-06)
[Abstract]: We thank all discussants for their insightful comments on our paper [López-Cheda, A., Peng, Y. & Jácome, M.A. Nonparametric estimation in mixture cure models with covariates. TEST 32, 467–495 (2023). ...
Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models
(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 covariate hypothesis tests for the cure rate in mixture cure models
(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, ...
Cure models to estimate time until hospitalization due to COVID-19
(Springer Nature, 2022-01)
[Abstract]: A short introduction to survival analysis and censored data is included in this paper. A thorough literature review in the field of cure models has been done. An overview on the most important and recent ...
Nonparametric latency estimation for mixture cure models
(Springer Nature, 2017-06)
[Abstract]: A nonparametric latency estimator for mixture cure models is studied in this paper. An i.i.d. representation is obtained, the asymptotic mean squared error of the latency estimator is found, and its asymptotic ...
Nonparametric Inference in Mixture Cure Models
(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 ...
A Doubly Smoothed PD Estimator in Credit Risk
(MDPI AG, 2020-09-01)
[Abstract]
In this work a doubly smoothed probability of default (PD) estimator is proposed based on a smoothed version of the survival Beran’s estimator. The asymptotic properties of both the smoothed survival and PD ...