Mixture models in econometric duration analysis
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Publication:4827956
DOI10.1002/asmb.489zbMath1050.62114MaRDI QIDQ4827956
Publication date: 24 November 2004
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.489
estimation; EM algorithm; goodness-of-fit tests; specification tests; mixtures of distributions; frailty models; mixed proportional hazard models; MCMC procedure; proportional hazard models with unobservables
62P20: Applications of statistics to economics
62G10: Nonparametric hypothesis testing
62G05: Nonparametric estimation
62P25: Applications of statistics to social sciences
65C05: Monte Carlo methods
65C40: Numerical analysis or methods applied to Markov chains
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