NONPARAMETRIC HAZARD ESTIMATION WITH TIME-VARYING DISCRETE COVARIATES

被引：0

作者：

LEUNG, SF ^{[1
]}

WONG, WH ^{[1
]}

机构：

[1] UNIV CHICAGO, CHICAGO, IL 60637 USA

来源：

JOURNAL OF ECONOMETRICS | 1990年 / 45卷 / 03期

基金：

美国国家科学基金会;

关键词：

D O I：

10.1016/0304-4076(90)90002-B

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The traditional one-sample nonparametric estimator of the cumulative hazard function is extended to allow for time-varying discrete covariates. A proof for the consistency and asymptotic normality of the estimator, as well as a derivation of the asymptotic standard error, is provided. Numerical results show that the estimator performs reasonably well. © 1990.

引用

页码：309 / 330

页数：22

共 50 条

[21] Estimation and model identification of longitudinal data time-varying nonparametric models
Liu, Shu
You, Jinhong
Lian, Heng
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2017, 156 : 116 - 136
[22] Nonparametric Estimation for the Diffusion Coefficient of Multidimensional Time-Varying Diffusion Processes
WANG Jun
CHEN Ping
[J]. Journal of Systems Science & Complexity, 2020, 33 (05) : 1602 - 1631
[23] Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
Chen, Xiangjin B.
Gao, Jiti
Li, Degui
Silvapulle, Param
[J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2018, 36 (01) : 88 - 100
[24] Nonparametric Estimation for the Diffusion Coefficient of Multidimensional Time-Varying Diffusion Processes
Wang, Jun
Chen, Ping
[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 33 (05) : 1602 - 1631
[25] Nonparametric Estimation for the Diffusion Coefficient of Multidimensional Time-Varying Diffusion Processes
Jun Wang
Ping Chen
[J]. Journal of Systems Science and Complexity, 2020, 33 : 1602 - 1631
[26] SEMIPARAMETRIC PROPORTIONAL HAZARDS ESTIMATION OF COMPETING RISKS MODELS WITH TIME-VARYING COVARIATES
SUEYOSHI, GT
[J]. JOURNAL OF ECONOMETRICS, 1992, 51 (1-2) : 25 - 58
[27] Distributed Estimation For Discrete Time Systems With Time-Varying Observation Delay
Wang, Wei
Han, Chunyan
Feng, Shunlin
[J]. PROCEEDINGS OF THE 10TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION (WCICA 2012), 2012, : 1881 - 1886
[28] Time-varying VAR: a nonparametric approach
Casas, Isabel
Grassi, Stefano
[J]. INTERNATIONAL WORK-CONFERENCE ON TIME SERIES (ITISE 2014), 2014, : 866 - 867
[29] TIME-VARYING PATTERNS - NONPARAMETRIC APPROACHES
JACOBUS, C
[J]. PROCEEDINGS OF THE SOCIETY OF PHOTO-OPTICAL INSTRUMENTATION ENGINEERS, 1982, 360 : 198 - 206
[30] AN ANALYSIS FOR MENSTRUAL DATA WITH TIME-VARYING COVARIATES
MURPHY, SA
BENTLEY, GR
OHANESIAN, MA
[J]. STATISTICS IN MEDICINE, 1995, 14 (17) : 1843 - 1857

← 1 2 3 4 5 →