Jens Perch Nielsen

23 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-2798-0817

Bayes Business School, City St George’s, University of London

Publications

• Super-efficient estimation of future conditional hazards based on time-homogeneous high-quality marker information — Biometrika 2025
• Smooth Backfitting of Proportional Hazards With Multiplicative Components — Journal of the American Statistical Association 2021
• Nonsmooth backfitting for the excess risk additive regression model with two survival time scales — Biometrika 2021
• Operational time and in-sample density forecasting — The Annals of Statistics 2017
• Double one-sided cross-validation of local linear hazards — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2016
• In-sample forecasting with local linear survival densities — Biometrika 2016
• Asymptotics for in-sample density forecasting — The Annals of Statistics 2015
• Do-Validation for Kernel Density Estimation — Journal of the American Statistical Association 2011
• Generalized linear time series regression — Biometrika 2011
• Identification of the age-period-cohort model and the extended chain-ladder model — Biometrika 2008
• Forecasting with the age-period-cohort model and the extended chain-ladder model — Biometrika 2008
• A General Approach to the Predictability Issue in Survival Analysis with Applications — Biometrika 2007
• Smooth backfitting in practice — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2005
• Generalised structured models — Biometrika 2003
• Estimating multiplicative and additive hazard functions by kernel methods — The Annals of Statistics 2003
• Super-efficient hazard estimation based on high-quality marker information — Biometrika 1999
• The existence and asymptotic properties of a backfitting projection algorithm under weak conditions — The Annals of Statistics 1999
• An optimization interpretation of integration and back-fitting estimators for separable nonparametric models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1998
• On a semiparametric survival model with flexible covariate effect — The Annals of Statistics 1998
• Kernel Estimation in a Nonparametric Marker Dependent Hazard Model — The Annals of Statistics 1995
• A kernel method of estimating structured nonparametric regression based on marginal integration — Biometrika 1995
• A simple bias reduction method for density estimation — Biometrika 1995
• A framework for consistent prediction rules based on markers — Biometrika 1993