The L2 Rate of Convergence for Event History Regression with Time‐dependent Covariates

DOI10.1111/1467-9469.00124zbMath0927.62087OpenAlexW2056107104MaRDI QIDQ4702180

Charles J. Stone, Jianhua Z. Huang

Publication date: 23 November 1999

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00124

zbMATH Keywords

tensor product splinesmaximum likelihoodsemi-Markov processesANOVA decompositiontime-dependent covariatesintensity functions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Applications of statistics to social sciences (62P25) Markov renewal processes, semi-Markov processes (60K15) Analysis of variance and covariance (ANOVA) (62J10)

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