Mixture models in econometric duration analysis (Q4827956)
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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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