1 Introduction |
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1 | (18) |
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1.1 Almost Sure Convergence |
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1 | (1) |
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1.2 Strong Law of Large Numbers |
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2 | (1) |
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1.3 Brownian Motion and Brownian Bridge |
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3 | (4) |
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3 | (3) |
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6 | (1) |
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1.4 Empirical and Quantile Processes |
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7 | (2) |
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7 | (2) |
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1.4.2 Uniform Quantile Process |
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9 | (1) |
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1.5 Counting Process Martingale |
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9 | (8) |
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1.5.1 Definition of Counting Process |
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9 | (2) |
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11 | (2) |
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1.5.3 Basic Counting Process Martingale |
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13 | (2) |
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1.5.4 Martingale Representation of the Kaplan-Meier Estimator |
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15 | (2) |
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17 | (2) |
2 Inference on Mean Residual Life-Overview |
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19 | (8) |
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2.1 Mean Residual Life Function |
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20 | (1) |
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2.2 One- and Two-sample Cases |
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21 | (2) |
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2.3 Regression on Mean Residual Life |
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23 | (4) |
3 Quantile Residual Life |
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27 | (50) |
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28 | (3) |
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3.1.1 Asymptotic Variance Formula |
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28 | (1) |
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3.1.2 Asymptotic Normality |
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29 | (2) |
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3.2 Quantile Residual Life Function |
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31 | (2) |
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3.3 Quantile Residual Life Process |
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33 | (3) |
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36 | (5) |
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36 | (4) |
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3.4.2 Independent Two-Sample Case |
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40 | (1) |
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3.5 Nonparametric Inference |
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41 | (14) |
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41 | (8) |
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3.5.2 Independent Two-Sample Case |
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49 | (6) |
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3.6 Regression on Quantile Residual Life |
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55 | (20) |
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3.6.1 Parametric Estimation of Regression Parameters |
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56 | (4) |
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3.6.2 "Setting the Clock Back to 0" Property |
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60 | (5) |
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3.6.3 Semiparametric Regression |
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65 | (10) |
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3.7 Further Reading and Future Direction |
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75 | (2) |
4 Quantile Residual Life Under Competing Risks |
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77 | (42) |
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78 | (5) |
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4.1.1 Cause-Specific Hazard and Cumulative Incidence Function |
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78 | (2) |
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4.1.2 Subdistribution Hazard Function |
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80 | (1) |
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4.1.3 Bivariate Point of View |
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81 | (2) |
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4.2 Quantile Residual Life Under Competing Risks |
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83 | (2) |
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85 | (13) |
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85 | (6) |
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4.3.2 Independent Two-Sample Case |
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91 | (1) |
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4.3.3 Parametric Regression |
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92 | (6) |
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4.4 Nonparametric Inference |
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98 | (19) |
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99 | (6) |
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4.4.2 Independent Two-Sample Case |
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105 | (5) |
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4.4.3 Semiparametric Regression |
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110 | (7) |
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4.5 Further Reading and Future Direction |
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117 | (2) |
5 Other Methods for Inference on Quantiles |
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119 | (22) |
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5.1 Issues in Inference on Quantiles |
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119 | (1) |
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5.2 Empirical Likelihood Approach |
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120 | (17) |
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5.2.1 Empirical Likelihood Ratio for the Population Mean |
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121 | (3) |
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5.2.2 Kaplan-Meier Estimator; Nonparametric MLE |
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124 | (3) |
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5.2.3 Constrained EM Algorithm for Censored Data |
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127 | (6) |
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5.2.4 Estimating Equation for Quantile Residual Life |
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133 | (2) |
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5.2.5 Empirical Likelihood Inference on Quantile Residual Life Regression |
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135 | (2) |
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5.3 Bayesian Inference Under Heavy Censoring |
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137 | (2) |
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5.4 Further Reading and Future Direction |
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139 | (2) |
6 Study Design Based on Quantile (Residual Life) |
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141 | (10) |
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6.1 Sample Size Calculation in the Absence of Competing Risks |
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142 | (4) |
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6.2 Sample Size Calculation Under Competing Risks |
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146 | (5) |
Appendix: R Codes |
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151 | (30) |
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A.1 Example 3.3 in Sect. 3.5.1 |
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151 | (3) |
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A.2 Example 3.4 in Sect. 3.5.2 |
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154 | (4) |
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A.3 Example 3.11 in Sect. 3.6.3 |
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158 | (8) |
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A.4 Example 4.3 in Sect. 4.3.1 |
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166 | (5) |
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A.5 Example 4.4 in Sect. 4.4.2 |
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171 | (7) |
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A.6 Example 5.2 in Sect. 5.2.3 |
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178 | (3) |
References |
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181 | (16) |
About the Author |
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197 | (2) |
Index |
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199 | |