@book{KonakovLaeuterLiero1995, author = {Konakov, Valentin S. and L{\"a}uter, Henning and Liero, Hannelore}, title = {Nonparametric versus parametric goodness of fit}, series = {Discussion Paper / Humboldt-Universit{\"a}t zu Berlin, Institut f{\"u}r Mathematik, SFB 373}, volume = {49}, journal = {Discussion Paper / Humboldt-Universit{\"a}t zu Berlin, Institut f{\"u}r Mathematik, SFB 373}, address = {Berlin}, year = {1995}, language = {en} } @book{KonakovLaeuterLiero1995, author = {Konakov, Valentin S. and L{\"a}uter, Henning and Liero, Hannelore}, title = {Comparison of the asymptotic power of tests based on L2- and L-norms under non-standard local alternatives}, series = {Discussion Paper / Humboldt-Universit{\"a}t zu Berlin, Institut f{\"u}r Mathematik, SFB 373}, volume = {10}, journal = {Discussion Paper / Humboldt-Universit{\"a}t zu Berlin, Institut f{\"u}r Mathematik, SFB 373}, address = {Berlin}, year = {1995}, language = {en} } @book{LaeuterLiero1996, author = {L{\"a}uter, Henning and Liero, Hannelore}, title = {Ill-posed inverse problems}, series = {Discussion Paper / Humboldt-Universit{\"a}t zu Berlin, Institut f{\"u}r Mathematik, SFB 373}, journal = {Discussion Paper / Humboldt-Universit{\"a}t zu Berlin, Institut f{\"u}r Mathematik, SFB 373}, address = {Berlin}, year = {1996}, language = {en} } @article{Liero1996, author = {Liero, Hannelore}, title = {Nonparametric versus parametric goodness of fit}, year = {1996}, language = {en} } @article{LieroLaeuterKonakov1998, author = {Liero, Hannelore and L{\"a}uter, Henning and Konakov, V. D.}, title = {Nonparametric versus parametric goodness of fit}, issn = {0323-3944}, year = {1998}, language = {en} } @phdthesis{Liero1999, author = {Liero, Hannelore}, title = {Global measures of deviation of nonparametric curve estimators : strong uniform consistency and limit theorems}, address = {Potsdam}, pages = {305 S.}, year = {1999}, language = {en} } @book{Liero1999, author = {Liero, Hannelore}, title = {Testing homoscedasticity in nonparametric regression}, series = {Preprint / Universit{\"a}t Potsdam, Institut f{\"u}r Mathematik}, volume = {1999, 10}, journal = {Preprint / Universit{\"a}t Potsdam, Institut f{\"u}r Mathematik}, publisher = {Univ.}, address = {Potsdam}, year = {1999}, language = {en} } @book{Liero2003, author = {Liero, Hannelore}, title = {Goodness of fit tests of L2-Type}, series = {Preprint / Universit{\"a}t Potsdam, Institut f{\"u}r Mathematik, Arbeitsgruppe Partiell}, journal = {Preprint / Universit{\"a}t Potsdam, Institut f{\"u}r Mathematik, Arbeitsgruppe Partiell}, publisher = {Univ.}, address = {Potsdam}, issn = {1437-739X}, pages = {20 S.}, year = {2003}, language = {en} } @book{Liero2003, author = {Liero, Hannelore}, title = {Testing the hazard rate part 1}, series = {Preprint / Universit{\"a}t Potsdam, Institut f{\"u}r Mathematik, Arbeitsgruppe Partiell}, journal = {Preprint / Universit{\"a}t Potsdam, Institut f{\"u}r Mathematik, Arbeitsgruppe Partiell}, publisher = {Univ.}, address = {Potsdam}, issn = {1437-739X}, pages = {19 S.}, year = {2003}, language = {en} } @unpublished{Liero2003, author = {Liero, Hannelore}, title = {Goodness of Fit Tests of L2-Type}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51494}, year = {2003}, abstract = {We give a survey on procedures for testing functions which are based on quadratic deviation measures. The following problems are considered: Testing whether a density function lies in a parametric class of functions, whether continuous random variables are independent; testing cell probabilities and independence in sparse data sets; testing the parametric fit of a regression homoscedasticity in a regression model and testing the hazard rate in survival models with censoring and with and without covariates.}, language = {en} } @unpublished{Liero2003, author = {Liero, Hannelore}, title = {Testing the Hazard Rate, Part I}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51510}, year = {2003}, abstract = {We consider a nonparametric survival model with random censoring. To test whether the hazard rate has a parametric form the unknown hazard rate is estimated by a kernel estimator. Based on a limit theorem stating the asymptotic normality of the quadratic distance of this estimator from the smoothed hypothesis an asymptotic ®-test is proposed. Since the test statistic depends on the maximum likelihood estimator for the unknown parameter in the hypothetical model properties of this parameter estimator are investigated. Power considerations complete the approach.}, language = {en} } @unpublished{LaeuterLiero2004, author = {L{\"a}uter, Henning and Liero, Hannelore}, title = {Nonparametric estimation and testing in survival models}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51586}, year = {2004}, abstract = {The aim of this paper is to demonstrate that nonparametric smoothing methods for estimating functions can be an useful tool in the analysis of life time data. After stating some basic notations we will present a data example. Applying standard parametric methods to these data we will see that this approach fails - basic features of the underlying functions are not reflected by their estimates. Our proposal is to use nonparametric estimation methods. These methods are explained in section 2. Nonparametric approaches are better in the sense that they are more flexible, and misspecifications of the model are avoided. But, parametric models have the advantage that the parameters can be interpreted. So, finally, we will formulate a test procedure to check whether a parametric or a nonparametric model is appropriate.}, language = {en} } @unpublished{LieroLiero2006, author = {Liero, Hannelore and Liero, Matthias}, title = {Testing the acceleration function in life time models}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49405}, year = {2006}, abstract = {The accelerated life time model is considered. First, test procedures for testing the parameter of a parametric acceleration function is investigated; this is done under the assumption of parametric and nonparametric baseline distribution. Further, based on nonparametric estimators for regression functions tests are proposed for checking whether a parametric acceleration function is appropriate to model the influence of the covariates. Resampling procedures are discussed for the realization of these methods. Simulations complete the considerations.}, language = {en} } @unpublished{Liero2006, author = {Liero, Hannelore}, title = {A Note on : testing the Copula Based on Densities}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49393}, year = {2006}, abstract = {We consider the problem of testing whether the density of a mul- tivariate random variable can be expressed by a prespecified copula function and the marginal densities. The proposed test procedure is based on the asymptotic normality of the properly standardized integrated squared distance between a multivariate kernel density estimator and an estimator of its expectation under the hypothesis. The test of independence is a special case of this approach.}, language = {en} } @book{Liero2010, author = {Liero, Hannelore}, title = {Estimation and testing the effect of covariates in accelerated life time models under censoring}, series = {Preprint / Universit{\"a}t Potsdam, Institut f{\"u}r Mathematik, Mathematische Statistik un}, journal = {Preprint / Universit{\"a}t Potsdam, Institut f{\"u}r Mathematik, Mathematische Statistik un}, publisher = {Univ.}, address = {Potsdam}, issn = {1613-3307}, pages = {16 S.}, year = {2010}, language = {en} } @book{Liero2010, author = {Liero, Hannelore}, title = {Estimation and testing the effect of covariates in accelerated life time models under censoring}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-52823}, publisher = {Universit{\"a}t Potsdam}, year = {2010}, abstract = {The accelerated lifetime model is considered. To test the influence of the covariate we transform the model in a regression model. Since censoring is allowed this approach leads to a goodness-of-fit problem for regression functions under censoring. So nonparametric estimation of regression functions under censoring is investigated, a limit theorem for a L2-distance is stated and a test procedure is formulated. Finally a Monte Carlo procedure is proposed.}, language = {en} } @article{MuehlenbruchKuxhausPencinaetal.2015, author = {M{\"u}hlenbruch, Kristin and Kuxhaus, Olga and Pencina, Michael J. and Boeing, Heiner and Liero, Hannelore and Schulze, Matthias Bernd}, title = {A confidence ellipse for the Net Reclassification Improvement}, series = {European journal of epidemiology}, volume = {30}, journal = {European journal of epidemiology}, number = {4}, publisher = {Springer}, address = {Dordrecht}, issn = {0393-2990}, doi = {10.1007/s10654-015-0001-1}, pages = {299 -- 304}, year = {2015}, abstract = {The Net Reclassification Improvement (NRI) has become a popular metric for evaluating improvement in disease prediction models through the past years. The concept is relatively straightforward but usage and interpretation has been different across studies. While no thresholds exist for evaluating the degree of improvement, many studies have relied solely on the significance of the NRI estimate. However, recent studies recommend that statistical testing with the NRI should be avoided. We propose using confidence ellipses around the estimated values of event and non-event NRIs which might provide the best measure of variability around the point estimates. Our developments are illustrated using practical examples from EPIC-Potsdam study.}, language = {en} } @article{WichitsaNguanLaeuterLiero2016, author = {Wichitsa-Nguan, Korakot and L{\"a}uter, Henning and Liero, Hannelore}, title = {Estimability in Cox models}, series = {Statistical Papers}, volume = {57}, journal = {Statistical Papers}, publisher = {Springer}, address = {New York}, issn = {0932-5026}, doi = {10.1007/s00362-016-0755-x}, pages = {1121 -- 1140}, year = {2016}, abstract = {Our procedure of estimating is the maximum partial likelihood estimate (MPLE) which is the appropriate estimate in the Cox model with a general censoring distribution, covariates and an unknown baseline hazard rate . We find conditions for estimability and asymptotic estimability. The asymptotic variance matrix of the MPLE is represented and properties are discussed.}, language = {en} }