Arbeitspapier

Non-parametric identication of the mixed proportional hazards model with interval-censored durations

This note presents identication results for the mixed proportional hazards model when duration data are interval-censored. Earlier positive results on identication under intervalcensoring require both parametric specication on how covariates enter the hazard functions and assumptions of unbounded support for covariates. New results provided here show how one can dispense with both of these assumptions. The mixed proportional hazards model is non-parametrically identied with interval-censored duration data, provided covariates have support on an open set and the hazard function is a non-constant continuous function of covariates.

Sprache
Englisch

Erschienen in
Series: Discussion Papers ; No. 600

Klassifikation
Wirtschaft
Duration Analysis; Optimal Timing Strategies
Thema
duration analysis
interval-censoring
non-parametric identication

Ereignis
Geistige Schöpfung
(wer)
Brinch, Christian N.
Ereignis
Veröffentlichung
(wer)
Statistics Norway, Research Department
(wo)
Oslo
(wann)
2009

Handle
Letzte Aktualisierung
10.03.2025, 11:43 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Brinch, Christian N.
  • Statistics Norway, Research Department

Entstanden

  • 2009

Ähnliche Objekte (12)