16 citations · 34 across the 7 of their papers we have counts for
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stat.ME2017
Multiplicative local linear hazard estimation and best one-sided cross-validation
Maria Luz Gamiz, Maria Dolores Martinez-Miranda, Jens Perch Nielsen
This paper develops detailed mathematical statistical theory of a new class of cross-validation techniques of local linear kernel hazards and their multiplicative bias corrections.…
math.ST2017
Smooth backfitting of proportional hazards with multiplicative components
Munir Hiabu, Enno Mammen, Maria Dolores Martinez-Miranda +1
Smooth backfitting has proven to have a number of theoretical and practical advantages in structured regression. Smooth backfitting projects the data down onto the structured space…