Kernel estimation of hazard functions when observations have dependent and common covariates
From MaRDI portal
Publication:284290
DOI10.1016/J.JECONOM.2016.01.002zbMATH Open1420.62425OpenAlexW2298177018MaRDI QIDQ284290FDOQ284290
Authors: James Lewis Wolter 
Publication date: 18 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://ora.ox.ac.uk/objects/uuid:cc5a232f-7d6d-4b21-b071-f937ef6d7ee1
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
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)
Cites Work
- Title not available (Why is that?)
- An Introduction to the Theory of Point Processes
- QML estimation of dynamic panel data models with spatial errors
- Panel data models with spatially correlated error components
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Weak and strong cross-section dependence and estimation of large panels
- Bias reduction for dynamic nonlinear panel models with fixed effects
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Modeling Spatial Variation in Leukemia Survival Data
- Sieve estimation of panel data models with cross section dependence
- Large panels with common factors and spatial correlation
- Estimation of spatial autoregressive panel data models with fixed effects
- Optimal rates of convergence for nonparametric estimators
- Title not available (Why is that?)
- Local Regression and Likelihood
- Title not available (Why is that?)
- Geoadditive Survival Models
- Introduction to nonparametric estimation
- Probit with Dependent Observations
- Title not available (Why is that?)
- Rank Estimation of Transformation Models
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Do-Validation for Kernel Density Estimation
- Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
- On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
- Title not available (Why is that?)
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Nonlinearity and temporal dependence
- A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
- Boundary and Bias Correction in Kernel Hazard Estimation
- Semiparametric estimation of a panel data proportional hazards model with fixed effects
- Identification Results for Duration Models with Multiple Spells
- The Efficiency Bound of the Mixed Proportional Hazard Model
- Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- Identifiability and rates of estimation for scale parameters in location mixture models
- Estimating multiplicative and additive hazard functions by kernel methods
- Kernel estimation in a nonparametric marker dependent hazard model
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- Estimating a semi-parametric duration model without specifying heterogeneity
- Semiparametric proportional odds models for spatially correlated survival data
- A simple GMM estimator for the semiparametric mixed proportional hazard model
- Discrete time duration models with group-level heterogeneity
- Spatially dependent Pólya tree modeling for survival data
- Modeling spatial survival data using semiparametric frailty models
- Simple Estimation of a Duration Model with Unobserved Heterogeneity
- The Non-Parametric Identification of Generalized Accelerated Failure-Time Models
- Estimation of a transformation model with truncation, interval observation and time-varying covariates
- Mixtures of Polya trees for flexible spatial frailty survival modelling
- True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model
- Marker dependent kernel hazard estimation from local linear estimation
- Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity
- A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence
- A Generalized Spatial Panel Data Model with Random Effects
- Dynamic time series binary choice
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- Cross-Section Regression with Common Shocks
- The Singularity of the Information Matrix of the Mixed Proportional Hazard Model
- Frailty modeling for spatially correlated survival data, with application to infant mortality in Minnesota
- Semiparametric Normal Transformation Models for Spatially Correlated Survival Data
- Semiparametric GMM estimation of spatial autoregressive models
- Dynamic survival models with spatial frailty
Cited In (8)
- Kernel regression for cause-specific hazard models with time-dependent coefficients
- Kernel estimation of the survival function and hazard rate under weak dependence
- A general semiparametric approach to inference with marker-dependent hazard rate models
- Estimating multiplicative and additive hazard functions by kernel methods
- New kernel estimators of the hazard ratio and their asymptotic properties
- Comparison of parametric and semiparametric survival regression models with kernel estimation
- Title not available (Why is that?)
- Title not available (Why is that?)
Uses Software
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)
