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.
- Language
-
Englisch
- Bibliographic citation
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Series: Discussion Papers ; No. 600
- Classification
-
Wirtschaft
Duration Analysis; Optimal Timing Strategies
- Subject
-
duration analysis
interval-censoring
non-parametric identication
- Event
-
Geistige Schöpfung
- (who)
-
Brinch, Christian N.
- Event
-
Veröffentlichung
- (who)
-
Statistics Norway, Research Department
- (where)
-
Oslo
- (when)
-
2009
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Brinch, Christian N.
- Statistics Norway, Research Department
Time of origin
- 2009
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Non-parametric Identification of the Mixed Hazards Model with Interval-Censored Durations
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The confidence interval of the cross-sectional distribution of durations
Recovering Income Distribution in the Presence of Interval-Censored Data
Verified solution of parametric interval linear systems
Regression and residual analysis in linear models with interval censored data
Regression and residual analysis in linear models with interval censored data
Distribution-free estimation with interval-censored contingent valuation data: Trobles with Turnbull?
Asymptotically efficient estimation of weighted average derivatives with an interval censored variable
Estimation of linear and non-linear indicators using interval censored income data
Determinants of Inter-Trade Durations and Hazard Rates Using Proportional Hazard ARMA Model
Non-parametric Identification of the Mixed Hazards Model with Interval-Censored Durations
Geoadditive hazard regression for interval censored survival times
Optimal designs for inspection times of interval-censored data
The confidence interval of the cross-sectional distribution of durations
Recovering Income Distribution in the Presence of Interval-Censored Data
Verified solution of parametric interval linear systems
Regression and residual analysis in linear models with interval censored data
Regression and residual analysis in linear models with interval censored data
Distribution-free estimation with interval-censored contingent valuation data: Trobles with Turnbull?
Asymptotically efficient estimation of weighted average derivatives with an interval censored variable
Estimation of linear and non-linear indicators using interval censored income data