Estimating parametric semi-Markov models from panel data using phase-type approximations

DOI10.1007/S11222-012-9360-6MaRDI QIDQ892459zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Andrew C. Titman

Publication date 19 November 2015

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-012-9360-6

zbMATH Keywords

panel datahidden Markov modelphase-type distributiongamma distributionB-splinesmisclassificationWeibullsemi-Markov

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• scientific article; zbMATH DE number 1183924 (Why is no real title available?)
• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• scientific article; zbMATH DE number 3536792 (Why is no real title available?)
• scientific article; zbMATH DE number 3240796 (Why is no real title available?)
• A Queueing Model for Chronic Recurrent Conditions under Panel Observation
• An algorithmic approach to non-homogeneous semi-markov processes
• Semi-Markov Models with Phase-Type Sojourn Distributions
• Statistical methods for panel data from a semi-Markov process, with application to HPV
• The Analysis of Panel Data Under a Markov Assumption
• The Analysis of Re-Employment Probabilities for the Unemployed

Cited in

(7)

• Assessing Type I error and power of multistate Markov models for panel data—A simulation study
• A general piecewise multi-state survival model: application to breast cancer
• Saddlepoint approximation for semi-Markov processes with application to a cardiovascular randomised study
• Parametric inference for time-to-failure in multi-state semi-Markov models: a comparison of marginal and process approaches
• Bayesian inference for discretely observed continuous time multi-state models
• Statistical methods for panel data from a semi-Markov process, with application to HPV
• Semiparametric estimation of marginal mark distribution

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