Smoothing Hazard Functions and Time-Varying Effects in Discrete Duration and Competing Risks Models

DOI10.2307/2291584zbMath0883.62098OpenAlexW4247399915MaRDI QIDQ4366103

Stefan Wagenpfeil, Ludwig Fahrmeir

Publication date: 23 March 1998

Full work available at URL: http://nbn-resolving.de/urn:nbn:de:bvb:19-epub-1411-9

zbMATH Keywords

survival analysisFisher scoringpenalized likelihoodposterior mode smoothingiteratively weighted Kalman smoothingmultiple modes of the terminating event

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (6)

Efficient particle smoothing for Bayesian inference in dynamic survival models ⋮ Inference for cumulative incidence on discrete failure times with competing risks ⋮ Bayesian adaptive smoothing splines using stochastic differential equations ⋮ Priors for Bayesian adaptive spline smoothing ⋮ Tree-based modeling of time-varying coefficients in discrete time-to-event models ⋮ Estimating crude cumulative incidences through multinomial logit regression on discrete cause-specific hazards

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