A quadratic upper bound algorithm for regression analysis of credit risk under the proportional hazards model with case-cohort data
DOI10.1007/s11222-023-10248-wzbMath1517.62024OpenAlexW4376142612MaRDI QIDQ6173558
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Publication date: 21 July 2023
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-023-10248-w
proportional hazards modelcase-cohort designminorization-maximization algorithmquadratic upper bound
Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Estimation in survival analysis and censored data (62N02)
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