1 citations · 1 across the 3 of their papers we have counts for
8 papers
Asymptotics of estimators for structured covariance matrices
Hendrik Paul Lopuhaä
We show that the limiting variance of a sequence of estimators for a structured covariance matrix has a general form that appears as the variance of a scaled projection of a random…
S-estimation in Linear Models with Structured Covariance Matrices
Hendrik Paul Lopuhaä, Valerie Gares, Anne Ruiz-Gazen
We provide a unified approach to S-estimation in balanced linear models with structured covariance matrices. Of main interest are S-estimators for linear mixed effects models, but…
The distance between a naive cumulative estimator and its least concave majorant
Hendrik P. Lopuhaä, Eni Musta
We consider the process , where is a cadlag step estimator for the primitive of a nonincreasing function on , and is the least c…
A central limit theorem for the Hellinger loss of Grenander type estimators
Hendrik P. Lopuhaä, Eni Musta
We consider Grenander type estimators for a monotone function , obtained as the slope of a concave (convex) estimate of the primitive of . Our main result…
Isotonized smooth estimators of a monotone baseline hazard in the Cox model
Hendrik P. Lopuhaä, Eni Musta
We consider two isotonic smooth estimators for a monotone baseline hazard in the Cox model, a maximum smooth likelihood estimator and a Grenander-type estimator based on the smooth…
Smoothed isotonic estimators of a monotone baseline hazard in the Cox model
Hendrik P. Lopuhaä, Eni Musta
We consider the smoothed maximum likelihood estimator and the smoothed Grenander-type estimator for a monotone baseline hazard rate in the Cox model. We analyze their asympto…