Dynamic modelling and penalized likelihood estimation for discrete time survival data (Q4319911)

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scientific article; zbMATH DE number 711514
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Dynamic modelling and penalized likelihood estimation for discrete time survival data
scientific article; zbMATH DE number 711514

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    Dynamic modelling and penalized likelihood estimation for discrete time survival data (English)
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    6 February 1995
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    simultaneous estimation
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    dynamic model
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    posterior mode smoothing
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    time- varying effects
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    state-space approach
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    grouped survival data
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    baseline hazard functions
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    time-varying covariate effects
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    maximization of posterior densities
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    penalized likelihood
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    Kalman-type smoothing algorithms
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    EM-type procedure
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