Kernel estimation of hazard functions when observations have dependent and common covariates
From MaRDI portal
Publication:284290
DOI10.1016/j.jeconom.2016.01.002zbMath1420.62425OpenAlexW2298177018MaRDI QIDQ284290
Publication date: 18 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://ora.ox.ac.uk/objects/uuid:cc5a232f-7d6d-4b21-b071-f937ef6d7ee1
Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)
Related Items (2)
A general semiparametric approach to inference with marker-dependent hazard rate models ⋮ Comparison of parametric and semiparametric survival regression models with kernel estimation
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimation of spatial autoregressive panel data models with fixed effects
- Semiparametric estimation of a panel data proportional hazards model with fixed effects
- Panel data models with spatially correlated error components
- Discrete time duration models with group-level heterogeneity
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Sieve estimation of panel data models with cross section dependence
- Large panels with common factors and spatial correlation
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- Semiparametric GMM estimation of spatial autoregressive models
- Dynamic survival models with spatial frailty
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Optimal rates of convergence for nonparametric estimators
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Identifiability and rates of estimation for scale parameters in location mixture models
- Estimating multiplicative and additive hazard functions by kernel methods
- Kernel estimation in a nonparametric marker dependent hazard model
- QML estimation of dynamic panel data models with spatial errors
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- Estimating a semi-parametric duration model without specifying heterogeneity
- Semiparametric proportional odds models for spatially correlated survival data
- Nonlinearity and temporal dependence
- A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model
- Spatially Dependent Polya Tree Modeling for Survival Data
- Weak and strong cross‐section dependence and estimation of large panels
- On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
- Modeling Spatial Survival Data Using Semiparametric Frailty Models
- Do-Validation for Kernel Density Estimation
- BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
- A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
- Simple Estimation of a Duration Model with Unobserved Heterogeneity
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- The Non-Parametric Identification of Generalized Accelerated Failure-Time Models
- Estimation of a transformation model with truncation, interval observation and time‐varying covariates
- Mixtures of Polya trees for flexible spatial frailty survival modelling
- True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model
- Probit with Dependent Observations
- Identification Results for Duration Models with Multiple Spells
- Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
- Marker dependent kernel hazard estimation from local linear estimation
- Local Regression and Likelihood
- The Efficiency Bound of the Mixed Proportional Hazard Model
- Modeling Spatial Variation in Leukemia Survival Data
- Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity
- Boundary and Bias Correction in Kernel Hazard Estimation
- An Introduction to the Theory of Point Processes
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity
- A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence
- A Generalized Spatial Panel Data Model with Random Effects
- DYNAMIC TIME SERIES BINARY CHOICE
- Cross-Section Regression with Common Shocks
- The Singularity of the Information Matrix of the Mixed Proportional Hazard Model
- Rank Estimation of Transformation Models
- Frailty modeling for spatially correlated survival data, with application to infant mortality in Minnesota
- Semiparametric Normal Transformation Models for Spatially Correlated Survival Data
- Geoadditive Survival Models
- Introduction to nonparametric estimation
This page was built for publication: Kernel estimation of hazard functions when observations have dependent and common covariates
