The following pages link to Ralf A. Wilke (Q511665):
Displaying 13 items.
- Bi-log-concave distribution functions (Q511666) (← links)
- Using quantile regression for duration analysis (Q862783) (← links)
- Generalized partially linear regression with misclassified data and an application to labour market transitions (Q1658428) (← links)
- Competing risks copula models for unemployment duration: an application to a German Hartz reform (Q1669823) (← links)
- Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave (Q2068943) (← links)
- A nested copula duration model for competing risks with multiple spells (Q2189606) (← links)
- Implementing Box–Cox Quantile Regression (Q3557576) (← links)
- Competing risks quantile regression at work: in-depth exploration of the role of public child support for the duration of maternity leave (Q5138521) (← links)
- IDENTIFIABILITY OF THE SIGN OF COVARIATE EFFECTS IN THE COMPETING RISKS MODEL (Q5357402) (← links)
- A Regression Model for the Copula-Graphic Estimator (Q5413558) (← links)
- A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence (Q6200952) (← links)
- A semiparametric model for the cause-specific hazard under risk proportionality (Q6573291) (← links)
- A parametric competing risks regression model with unknown dependent censoring (Q6662943) (← links)
