Mixture models in econometric duration analysis (Q4827956): Difference between revisions

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Latest revision as of 15:24, 7 June 2024

scientific article; zbMATH DE number 2118491
Language Label Description Also known as
English
Mixture models in econometric duration analysis
scientific article; zbMATH DE number 2118491

    Statements

    Mixture models in econometric duration analysis (English)
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    24 November 2004
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    frailty models
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    mixed proportional hazard models
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    proportional hazard models with unobservables
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    specification tests
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    estimation
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    goodness-of-fit tests
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    mixtures of distributions
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    EM algorithm
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    MCMC procedure
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