The Singularity of the Information Matrix of the Mixed Proportional Hazard Model

DOI10.1111/1468-0262.00460MaRDI QIDQ5472998zbMATH OpenOpenAlexFDO

Authors Tiemen Woutersen, Geert Ridder

Publication date 19 June 2006

Published in Econometrica (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/70408

Mathematics Subject Classification ID

Estimation in survival analysis and censored data (62N02) Survival analysis and censored data (62N99)

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Cited in

(17)

• A general semiparametric approach to inference with marker-dependent hazard rate models
• Heterogeneity and selection in dynamic panel data
• Modeling heaped duration data: an application to neonatal mortality
• Sieve \(M\) inference on irregular parameters
• Estimating a semi-parametric duration model without specifying heterogeneity
• Kernel estimation of hazard functions when observations have dependent and common covariates
• Efficient semiparametric estimation of duration models with unobserved heterogeneity
• Non-parametric identification of the mixed proportional hazards model with interval-censored durations
• Regular variation and the identification of generalized accelerated failure-time models
• The Efficiency Bound of the Mixed Proportional Hazard Model
• Constructive identification of the mixed proportional hazards model
• SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
• Estimating the derivative function and counterfactuals in duration models with heterogeneity
• Flexible parametric estimation technique for a competing risks model with unobserved heterogeneity: a Monte Carlo study
• Nonparametric identification of the mixed hazard model using martingale-based moments
• Semiparametric efficiency bounds and efficient estimation of discrete duration models with unspecified hazard rate
• Consistency and asymptotic normality of sieve ML estimators under low-level conditions

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