2 papers
stat.ME2026
Inference in pseudo-observation-based regression using (biased) covariance estimation and naive bootstrapping
Simon Mack, Morten Overgaard, Dennis Dobler
The pseudo-observation method is regularly applied to time-to-event data. However, to date such analyses have relied on not formally verified statements or ad-hoc methods regarding…
stat.ME2025
Testing for patterns and structures in covariance and correlation matrices
Paavo Sattler, Dennis Dobler
Covariance matrices of random vectors contain information that is crucial for modelling. Specific structures and patterns of the covariances (or correlations) may be used to justif…