Kernel estimation of hazard functions when observations have dependent and common covariates
From MaRDI portal
(Redirected from Publication:284290)
Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02) Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Recommendations
- Nonparametric estimation of the hazard function under dependence conditions
- Asymptotic behavior of several kernel estimators of hazard rate functions for censored dependent data
- Hazard function given a functional variable: Non-parametric estimation under strong mixing conditions
- Kernel density and hazard rate estimation for censored dependent data
- Kernel estimation of higher derivatives of density and hazard rate function for truncated and censored dependent data
Cites work
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 48304 (Why is no real title available?)
- scientific article; zbMATH DE number 49697 (Why is no real title available?)
- scientific article; zbMATH DE number 2144815 (Why is no real title available?)
- scientific article; zbMATH DE number 1834045 (Why is no real title available?)
- A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
- A generalized spatial panel data model with random effects
- A nonparametric poolability test for panel data models with cross section dependence
- A simple GMM estimator for the semiparametric mixed proportional hazard model
- An Introduction to the Theory of Point Processes
- Bias reduction for dynamic nonlinear panel models with fixed effects
- Boundary and Bias Correction in Kernel Hazard Estimation
- Cross-Section Regression with Common Shocks
- Discrete time duration models with group-level heterogeneity
- Do-Validation for Kernel Density Estimation
- Dynamic survival models with spatial frailty
- Dynamic time series binary choice
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- Estimating a semi-parametric duration model without specifying heterogeneity
- Estimating multiplicative and additive hazard functions by kernel methods
- Estimating the derivative function and counterfactuals in duration models with heterogeneity
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation of a transformation model with truncation, interval observation and time-varying covariates
- Estimation of spatial autoregressive panel data models with fixed effects
- Frailty modeling for spatially correlated survival data, with application to infant mortality in Minnesota
- Geoadditive Survival Models
- Identifiability and rates of estimation for scale parameters in location mixture models
- Identification Results for Duration Models with Multiple Spells
- Introduction to nonparametric estimation
- Kernel estimation in a nonparametric marker dependent hazard model
- Large panels with common factors and spatial correlation
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity
- Local Regression and Likelihood
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- Marker dependent kernel hazard estimation from local linear estimation
- Mixtures of Polya trees for flexible spatial frailty survival modelling
- Modeling Spatial Variation in Leukemia Survival Data
- Modeling spatial survival data using semiparametric frailty models
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Nonlinearity and temporal dependence
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
- Optimal rates of convergence for nonparametric estimators
- Panel data models with spatially correlated error components
- Probit with Dependent Observations
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- QML estimation of dynamic panel data models with spatial errors
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Rank Estimation of Transformation Models
- Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity
- Semiparametric GMM estimation of spatial autoregressive models
- Semiparametric Normal Transformation Models for Spatially Correlated Survival Data
- Semiparametric estimation of a panel data proportional hazards model with fixed effects
- Semiparametric proportional odds models for spatially correlated survival data
- Sieve estimation of panel data models with cross section dependence
- Simple Estimation of a Duration Model with Unobserved Heterogeneity
- Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
- Spatially dependent Pólya tree modeling for survival data
- The Efficiency Bound of the Mixed Proportional Hazard Model
- The Non-Parametric Identification of Generalized Accelerated Failure-Time Models
- The Singularity of the Information Matrix of the Mixed Proportional Hazard Model
- True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model
- Weak and strong cross-section dependence and estimation of large panels
Cited in
(8)- Estimating multiplicative and additive hazard functions by kernel methods
- Kernel regression for cause-specific hazard models with time-dependent coefficients
- Kernel estimation of the survival function and hazard rate under weak dependence
- Comparison of parametric and semiparametric survival regression models with kernel estimation
- scientific article; zbMATH DE number 5688432 (Why is no real title available?)
- New kernel estimators of the hazard ratio and their asymptotic properties
- scientific article; zbMATH DE number 1114379 (Why is no real title available?)
- A general semiparametric approach to inference with marker-dependent hazard rate models
This page was built for publication: Kernel estimation of hazard functions when observations have dependent and common covariates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q284290)
