Maximum likelihood estimation for conditional distribution single-index models under censoring

DOI10.1016/J.JMVA.2012.07.012MaRDI QIDQ1931855zbMATH OpenOpenAlexWikidataFDO

Authors Ewa Strzalkowska-Kominiak, Ricardo Cao

Publication date 16 January 2013

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2012.07.012

zbMATH Keywords

kernel estimationsurvival analysisconditional density functioncredit risk

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(14)

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