Skip to main content

Stairway to Hell

  • Conference paper
  • First Online:
Stochastic Models, Statistics and Their Applications (SMSA 2019)

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 294))

Included in the following conference series:

Abstract

The purpose of this paper is to show through three major examples from survival analysis, extreme value theory, and errors in variables that when it comes to statistical analysis, famous probabilistic results may lead to conceptual problems. As a consequence, we propose new approaches which may be of independent interest also in a probabilistic context.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Balkema, A.A., De Haan, L.: Residual life time at great age. Ann. Probab. 2, 792–804 (1974)

    Article  MathSciNet  Google Scholar 

  2. Coles, S.: An Introduction to Statistical Modeling of Extreme Values. Springer, London (2001)

    Book  Google Scholar 

  3. Dabrowska, D.M.: Kaplan–Meier estimate on the plane. Ann. Stat. 10, 1475–1489 (1988)

    Article  MathSciNet  Google Scholar 

  4. De Haan, L., Ferreira, A.: Extreme Value Theory, an Introduction. Springer, New York (2006)

    Book  Google Scholar 

  5. Meister, A.: Deconvolution Problems in Nonparametric Statistics. Springer, Berlin Heidelberg (2009)

    Book  Google Scholar 

  6. Prentice, R.L., Moodie, F., Wu, J.: Hazard-based nonparametric survivor function estimation. J. R. Stat. Soc. Ser. B: Stat. Methodol. 66, 305–319 (2004)

    Article  MathSciNet  Google Scholar 

  7. Resnick, S.I.: Extreme Values, Regular Variation and Point Processes. Springer, New York (2008)

    MATH  Google Scholar 

  8. Schennach, S.M.: Estimation of nonlinear models with measurement error. Econometrica 72, 33–75 (2004)

    Article  MathSciNet  Google Scholar 

  9. Sen, A., Stute, W.: Identification of survival functions through hazard functions in the Clayton-family. Stat. Probab. Lett. 87, 94–97 (2014)

    Article  MathSciNet  Google Scholar 

  10. Sen, A., Stute, W.: The multivariate Kaplan–Meier estimator (2019) (submitted for publication)

    Google Scholar 

  11. Stefanski, L.A., Carroll, R.J.: Deconvoluting Kernel density estimators. J. Theor. Appl. Stat. 21(2), 169–184 (1990)

    MathSciNet  MATH  Google Scholar 

  12. Stute, W.: The central limit theorem under random censorship. Ann. Stat. 23, 422–439 (1995)

    Article  MathSciNet  Google Scholar 

  13. Stute, W., Wang, J.L.: The strong law under random censorship. Ann. Stat. 21, 1591–1607 (1993)

    Article  MathSciNet  Google Scholar 

  14. Subramanga, U.R.: On the max domains of attraction of univariate \(p\)-max stable laws. Stat. Probab. Lett. 19, 271–279 (1994)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Winfried Stute .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2019 Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Stute, W. (2019). Stairway to Hell. In: Steland, A., Rafajłowicz, E., Okhrin, O. (eds) Stochastic Models, Statistics and Their Applications. SMSA 2019. Springer Proceedings in Mathematics & Statistics, vol 294. Springer, Cham. https://doi.org/10.1007/978-3-030-28665-1_1

Download citation

Publish with us

Policies and ethics