NONPARAMETRIC IDENTIFICATION OF THE MIXED HAZARD MODEL USING MARTINGALE-BASED MOMENTS
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Publication:5221312
DOI10.1017/S0266466619000033zbMath1435.62137OpenAlexW2913776345WikidataQ128389212 ScholiaQ128389212MaRDI QIDQ5221312
James Lewis Wolter, Johannes Ruf
Publication date: 25 March 2020
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466619000033
Density estimation (62G07) Censored data models (62N01) Martingales with continuous parameter (60G44)
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