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A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model

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Publication:2870570
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DOI10.1515/JEM-2012-0005zbMath1279.62075OpenAlexW2147275779MaRDI QIDQ2870570

Tiemen Woutersen, Govert E. Bijwaard, Geert Ridder

Publication date: 21 January 2014

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://pure.knaw.nl/portal/en/publications/685e0885-0826-4278-9721-758980d62194


zbMATH Keywords

counting processmixed proportional hazardlinear rank estimation


Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)


Related Items (4)

A new estimator of the self-similarity exponent through the empirical likelihood ratio test ⋮ Kernel estimation of hazard functions when observations have dependent and common covariates ⋮ A general semiparametric approach to inference with marker-dependent hazard rate models ⋮ Estimating a semi-parametric duration model without specifying heterogeneity


Uses Software

  • invGauss






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