Discrete-time survival trees and forests with time-varying covariates

DOI10.1177/1471082X1001100503zbMath1420.62417MaRDI QIDQ5193314

Hatem Ben-Ameur, Imad Bou-Hamad, Denis Larocque

Publication date: 10 September 2019

Published in: Statistical Modelling (Search for Journal in Brave)

zbMATH Keywords

random foreststime-varying covariatesurvival forestsdiscrete-time survival analysisbankruptcy data

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Censored data models (62N01) Statistical methods; economic indices and measures (91B82) Reliability and life testing (62N05)

Related Items (6)

A Random Forest Approach for Bounded Outcome Variables ⋮ Cost-sensitive business failure prediction when misclassification costs are uncertain: a heterogeneous ensemble selection approach ⋮ ROC‐guided survival trees and ensembles ⋮ Flexible tree-structured regression models for discrete event times ⋮ Discrete-time survival forests with Hellinger distance decision trees ⋮ A classification tree approach for the modeling of competing risks in discrete time

Uses Software

• R
• rpart
• Ox
• randomForest
• PresenceAbsence

Cites Work

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