• Bartlett and Bartlett-type corrections for censored data from a Weibull distribution 

      Magalhães, Tiago M.; Gallardo, Diego I. (Institut d'Estadística de Catalunya, 2020-06-26)
      Article
      Accés obert
      In this paper, we obtain the Bartlett factor for the likelihood ratio statistic and the Bartlett-type correction factor for the score and gradient test in censored data from a Weibull distribution. The expressions derived ...
    • Hurdle negative binomial regression model with right censored count data 

      Saffari, Seyed Ehsan; Adnan, Robiah; Greene, William (Institut d'Estadística de Catalunya, 2012)
      Article
      Accés obert
      A Poisson model typically is assumed for count data. In many cases because of many zeros in the response variable, the mean is not equal to the variance value of the dependent variable. Therefore, the Poisson model is ...
    • Nonparametric estimation of the probability of default with double smoothing 

      Peláez, Rebeca; Cao, Ricardo; Vilar, Juan M. (Institut d'Estadística de Catalunya, 2021-11-30)
      Article
      Accés obert
      In this paper, a general nonparametric estimator of the probability of default is proposed and studied. It is derived from an estimator of the conditional survival function for censored data obtained with a double smoothing, ...
    • Penalized spline smoothing using Kaplan-Meier weights in semiparametric censored regression models 

      Orbe, Jesus; Virto, Jorge (Institut d'Estadística de Catalunya, 2022-06-02)
      Article
      Accés obert
      In this article we consider an extension of the penalized splines approach in the context of censored semiparametric modelling using Kaplan-Meier weights to take into account the effect of censorship. We proposed an ...