Mixture models in econometric duration analysis

DOI10.1002/ASMB.489zbMath1050.62114OpenAlexW1993808353MaRDI QIDQ4827956

Karl C. Mosler

Publication date: 24 November 2004

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.489

zbMATH Keywords

estimationEM algorithmgoodness-of-fit testsspecification testsmixtures of distributionsfrailty modelsmixed proportional hazard modelsMCMC procedureproportional hazard models with unobservables

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Applications of statistics to social sciences (62P25) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (3)

Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring ⋮ Modeling Heterogeneity in Healthcare Utilization Using Massive Medical Claims Data ⋮ JOINT MODELING OF CORRELATED TIME DURATIONS AND THEIR MARKS USING A WEIBULL POISSON MARKED POINT PROCESS MIXTURE MODELS

Cites Work

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• The choice of a mixing distribution in duration models
• Nonparametric estimation of partial transition probabilities in multiple decrement models
• Survival analysis. Techniques for censored and truncated data
• Semiparametric methods in econometrics
• Analysis of multivariate survival data
• Finite mixture models
• Statistical models based on counting processes

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