Estimation of transition probabilities and bootstrap in a semiparametric markov renewal model

DOI10.1080/10485259508832646MaRDI QIDQ5690643zbMATH OpenOpenAlexFDO

Authors Dorota M. Dabrowska

Publication date 7 January 1997

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485259508832646

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov renewal processes, semi-Markov processes (60K15)

Cited in

(8)

• The Cox Regression Model for Claims Data m Non-Life Insurance
• Dynamic prediction by landmarking in competing risks
• Flexible nonhomogeneous Markov models for panel observed data
• Asymptotic theory for the Cox semi-Markov illness-death model
• Nonparametric estimation of transition probabilities in a two-stage duration model
• Semi-parametric estimation for a semi-Markov process with left-truncated and right-censored observations
• Estimation in a model for a semi-Markov process with covariates under right-censoring
• Estimating the inter-occurrence time distribution from superposed renewal processes

This page was built for publication: Estimation of transition probabilities and bootstrap in a semiparametric markov renewal model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5690643)