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pro vyhledávání: '"王宏睿"'
Autor:
Wang, Hong-Rui, 王宏睿
100
In this paper, we investigate the quantile regression analysis for semi-competing risks data in which a non-terminal event may be dependently censored by a terminal event. The estimation of quatile regression parameters for the non-terminal
In this paper, we investigate the quantile regression analysis for semi-competing risks data in which a non-terminal event may be dependently censored by a terminal event. The estimation of quatile regression parameters for the non-terminal
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/20732962773080653038
