Smoothing Hazard Functions and Time-Varying Effects in Discrete Duration and Competing Risks Models
From MaRDI portal
Publication:4366103
Recommendations
- Dynamic modelling and penalized likelihood estimation for discrete time survival data
- Additive two-way hazards model with varying coefficients
- To move or not to move to find a new job: spatial duration time model with dynamic covariate effects
- Semiparametric smoothing of discrete failure time data
- Stacked Laplace-EM algorithm for duration models with time-varying and random effects
Cited in
(13)- Analyzing discrete competing risks data with partially overlapping or independent data sources and nonstandard sampling schemes, with application to cancer registries
- Competing risks analysis for discrete time-to-event data
- Bayesian adaptive smoothing splines using stochastic differential equations
- Priors for Bayesian adaptive spline smoothing
- Efficient particle smoothing for Bayesian inference in dynamic survival models
- Dynamic modelling and penalized likelihood estimation for discrete time survival data
- Tree-based modeling of time-varying coefficients in discrete time-to-event models
- Smoothed estimator of the periodic hazard function
- To move or not to move to find a new job: spatial duration time model with dynamic covariate effects
- Inference for cumulative incidence on discrete failure times with competing risks
- Stacked Laplace-EM algorithm for duration models with time-varying and random effects
- Estimating crude cumulative incidences through multinomial logit regression on discrete cause-specific hazards
- Flexible Modelling of Duration of Unemployment Using Functional Hazard Models and Penalized Splines: A Case Study Comparing Germany and the UK
This page was built for publication: Smoothing Hazard Functions and Time-Varying Effects in Discrete Duration and Competing Risks Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4366103)