On maximum likelihood estimation of competing risks using the cause-specific semi-parametric Cox model with time-varying covariates : an application to credit risk
Mark Thackham and Jun Ma
| Year of publication: |
2022
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|---|---|
| Authors: | Thackham, Mark ; Ma, Jun |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 73.2022, 1, p. 5-14
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| Subject: | Competing risk cause specific Cox models | constrained maximum likelihood optimisation | credit risk | time-varying covariates | Kreditrisiko | Credit risk | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Risiko | Risk | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2020.1800418 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012872877