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  • Search: subject:"Counting Process Theory"
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Year of publication
Subject
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Counting process theory 3 Counting Process Theory 2 Kernel estimation 2 Bias reduction 1 Boundary Kernels 1 Censoring 1 Champernowne 1 Hazard Functions 1 Hazard functions 1 Kernel Estimation 1 Local Linear Estimation 1 Local linear estimation 1 Multiplicative correction 1 Nonparametric estimation 1 Predictability 1 Truncation 1 Variable Bandwidth 1 boundary kernels 1 kernel estimation 1 predictability 1 secondary 62M09 1 semiparametric survival analysis. AMS 1991 subject classifications : Primary 62G05 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Book / Working Paper 4 Article 1
Language
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Undetermined 5
Author
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Perch Nielsen, Jens 3 Tanggaard, Carsten 2 Bickel, Peter J. 1 Buch-Kromann, Tine 1 Linton, Oliver 1 Nielsen, Jens 1 Nielsen, Jens P. 1
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Institution
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Ehrvervøkonomisk Institut, Institut for Økonomi 3 London School of Economics (LSE) 1
Published in...
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Finance Working Papers 3 Annals of the Institute of Statistical Mathematics 1 LSE Research Online Documents on Economics 1
Source
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RePEc 5
Showing 1 - 5 of 5
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Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data
Buch-Kromann, Tine; Nielsen, Jens - In: Annals of the Institute of Statistical Mathematics 64 (2012) 1, pp. 167-192
Persistent link: https://www.econbiz.de/10010848641
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On a semiparametric survival model with flexible covariate effect
Nielsen, Jens P.; Linton, Oliver; Bickel, Peter J. - London School of Economics (LSE) - 1998
the framework of counting process theory. A profile likelihood principle is introduced for estimation of the parameters …
Persistent link: https://www.econbiz.de/10010928597
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Boundary and Bias Correction in Kernel Hazard Estimation
Perch Nielsen, Jens; Tanggaard, Carsten - Ehrvervøkonomisk Institut, Institut for Økonomi - 2000
A new class of local linear azard estimators based on weig ted least square kernel estimation is considered. The class includes the kernel Hazard estimator of Ramlau-Hansen (1983), which as tHe same boundary correction property as the local linear regression estimator (see Fan and Gijbels,...
Persistent link: https://www.econbiz.de/10005802127
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Variable Bandwidth Kernel Hazard Estimators
Perch Nielsen, Jens - Ehrvervøkonomisk Institut, Institut for Økonomi - 2000
Variable kernel hazard estimators are considered in the case, where the bandwidth is allowed to depend on the exposure. Simulations show, that when the exposure varies substantially, then this can improve the performance of the basic kernel smoother con-siderable. A two-stage approach for kernel...
Persistent link: https://www.econbiz.de/10005802159
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Global Polynomial Kernel Hazard Estimation.
Perch Nielsen, Jens; Tanggaard, Carsten - Ehrvervøkonomisk Institut, Institut for Økonomi - 2000
This paper introduces a new bias reducing method for kernel hazard estimation. The method is called global polynomial adjustment (GPA). It is a global correction which is applicable to any kernel hazard estimator. The estimator works well from a theoretical point of view as it symptotically...
Persistent link: https://www.econbiz.de/10005839372
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