Mover-stayer model with covariate effects on stayer's probability and mover's transitions

DOI10.1002/ASMB.2458MaRDI QIDQ6574623FDOQ6574623

Authors: Halina Frydman, Anna Matuszyk, C. Li, W. Zhu 

Publication date: 18 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

EM algorithmcovariate effectscredit riskdiscrete-time mover-stayer model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• Applied logistic regression
• A generalized mover-stayer model for panel data
• Estimation in the Mixture of Markov Chains Moving With Different Speeds
• Maximum Likelihood Estimation in the Mover-Stayer Model
• A dynamic Mover-Stayer model for recurrent event processes subject to resolution

Cited In (1)

• Estimation in a general mixture of Markov jump processes

This page was built for publication: Mover-stayer model with covariate effects on stayer's probability and mover's transitions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6574623)