Simplified estimation of multivariate duration models with unobserved heterogeneity

DOI10.1007/S00180-006-0019-7MaRDI QIDQ2271690zbMATH OpenOpenAlexFDO

Authors Gordana Colby, Paul Rilstone

Publication date 8 August 2009

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-006-0019-7

zbMATH Keywords

failure timeLaplace transformsurvival function

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Estimation in survival analysis and censored data (62N02)

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Cites work

• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• Econometric duration analysis
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• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
• Modeling Disease Market Processes in AIDS
• Modelling Progression of CD4-Lymphocyte Count and Its Relationship to Survival Time
• NONPARAMETRIC IDENTIFICATION OF LATENT COMPETING RISKS MODELS
• Panel Data with Survival: Hospitalization of HIV-Positive Patients
• The Relationship Between Wages and Income and the Timing and Spacing of Births: Evidence from Swedish Longitudinal Data
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Cited in

(2)

• A bivariate frailty model for events with a permanent survivor fraction and non-monotonic hazards; with an application to age at first maternity
• A competing risks model with time-varying heterogeneity and simultaneous failure

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