Additive time-dependent hazard model with doubly truncated data
SCIE
SCOPUS
KCI
- Title
- Additive time-dependent hazard model with doubly truncated data
- Authors
- Frank, G.; Chae, M.; Kim, Y.
- Date Issued
- 2019-06
- Publisher
- 한국통계학회
- Abstract
- For doubly truncated data, i.e. the variables of interest are only observable if they lie in a certain random interval, an additive hazard model with time-dependent regression coefficients is investigated. Consistency and asymptotic normality are proven under mild assumptions. A simulation study investigates the finite sample properties and the influence of the truncation distribution on the estimation error. Finally, the method is applied to a doubly truncated data set of German companies, where the age at insolvency is of interest. © 2018 The Korean Statistical Society
- URI
- https://oasis.postech.ac.kr/handle/2014.oak/99021
- DOI
- 10.1016/j.jkss.2018.10.005
- ISSN
- 1226-3192
- Article Type
- Article
- Citation
- Journal of the Korean Statistical Society, vol. 48, no. 2, page. 179 - 193, 2019-06
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- There are no files associated with this item.
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