Flexible parametric estimation technique for a competing risks model with unobserved heterogeneity: a Monte Carlo study

DOI10.1080/00949655.2014.926363MaRDI QIDQ5220858zbMATH OpenOpenAlexFDO

Authors Pål Børing

Publication date 27 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2014.926363

zbMATH Keywords

discrete duration timeduration analysisflexible parametric estimationlocal mixture competing risks modelunobserved heterogeneity

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to economics (62P20)

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Cites work

• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• Duration dependence and nonparametric heterogeneity: A Monte Carlo study
• Econometric Methods for the Duration of Unemployment
• Estimating a semi-parametric duration model without specifying heterogeneity
• scientific article; zbMATH DE number 48304 (Why is no real title available?)
• Semi-Nonparametric Maximum Likelihood Estimation
• Semiparametric competing risks analysis
• Semiparametric estimation of count regression models
• Testing for Neglected Heterogeneity
• The (mis)specification of discrete duration models with unobserved heterogeneity: a Monte Carlo study
• The geometry of mixture likelihoods: A general theory
• The identifiability of the competing risks model
• The Identifiability of the Mixed Proportional Hazards Competing Risks Model
• The Singularity of the Information Matrix of the Mixed Proportional Hazard Model
• Time and causality: a Monte Carlo assessment of the timing-of-events approach

Cited in

(1)

• Flexible competing risks regression modeling and goodness-of-fit

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