DC Field | Value | Language |
---|---|---|
dc.contributor.author | Frank, G. | - |
dc.contributor.author | Chae, M. | - |
dc.contributor.author | Kim, Y. | - |
dc.date.accessioned | 2019-06-04T00:30:11Z | - |
dc.date.available | 2019-06-04T00:30:11Z | - |
dc.date.created | 2019-06-03 | - |
dc.date.issued | 2019-06 | - |
dc.identifier.issn | 1226-3192 | - |
dc.identifier.uri | https://oasis.postech.ac.kr/handle/2014.oak/99021 | - |
dc.description.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 | - |
dc.language | English | - |
dc.publisher | 한국통계학회 | - |
dc.relation.isPartOf | Journal of the Korean Statistical Society | - |
dc.title | Additive time-dependent hazard model with doubly truncated data | - |
dc.type | Article | - |
dc.identifier.doi | 10.1016/j.jkss.2018.10.005 | - |
dc.type.rims | ART | - |
dc.identifier.bibliographicCitation | Journal of the Korean Statistical Society, v.48, no.2, pp.179 - 193 | - |
dc.identifier.wosid | 000468713300002 | - |
dc.citation.endPage | 193 | - |
dc.citation.number | 2 | - |
dc.citation.startPage | 179 | - |
dc.citation.title | Journal of the Korean Statistical Society | - |
dc.citation.volume | 48 | - |
dc.contributor.affiliatedAuthor | Chae, M. | - |
dc.identifier.scopusid | 2-s2.0-85056698261 | - |
dc.description.journalClass | 1 | - |
dc.description.journalClass | 1 | - |
dc.description.isOpenAccess | N | - |
dc.type.docType | Article | - |
dc.subject.keywordPlus | LINEAR-REGRESSION MODEL | - |
dc.subject.keywordPlus | PROPORTIONAL-HAZARDS | - |
dc.subject.keywordPlus | SEMIPARAMETRIC ANALYSIS | - |
dc.subject.keywordPlus | SURVIVAL | - |
dc.subject.keywordPlus | FAILURE | - |
dc.subject.keywordPlus | INDEPENDENCE | - |
dc.subject.keywordPlus | ESTIMATOR | - |
dc.subject.keywordAuthor | Additive hazard model | - |
dc.subject.keywordAuthor | Insolvency risk | - |
dc.subject.keywordAuthor | Non-parametric | - |
dc.subject.keywordAuthor | Random double-truncation | - |
dc.subject.keywordAuthor | Time-dependent regression coefficients | - |
dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.description.journalRegisteredClass | kci | - |
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