Search Results - subject:"Cox Model"

Modeling liquidation risk with occupation times

Makarov, Roman - In: International journal of financial engineering 3 (2016) 4, pp. 1-11

Persistent link: https://www.econbiz.de/10011673091

Pre Entry Motives into Entrepreneurship and Post Entry Entrepreneurial Orientation

Bonnet, Jean; Pape, Nicolas Le - HAL - 2010

down two years after having implemented the post entry strategies, i.e. during 1998-1999. Using a Cox model (proportional …

Persistent link: https://www.econbiz.de/10010821437

Evolutionary model of existing competition and voluntary disclosure

Núñez-Nickel, Manuel; Rodríguez, Susana Gago - Instituto sobre Desarrollo Empresarial (INDEM), … - 2010

’s development. We support this new design empirically by applying a semi-parametric Cox model to 28 years of archival data for the …

Persistent link: https://www.econbiz.de/10009195430

Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox = Market Calibration Problem and the Implied Structure of the Black-Cox Bond Model

Sukhomlin, Nikolay; Jiménez, Santana; Josefina, Lisette - In: Revista de Métodos Cuantitativos para la Economía y … 10 (2010) 1, pp. 73-98

univocally. We find the cause that the Black-Cox model contains two values of the volatility. Besides, we carry out a simulation …

Persistent link: https://www.econbiz.de/10008764778

The Impact of Obesity on Consumer Bankruptcy

Guettabi, Mouhcine; Munasib, Abdul - In: Economics & Human Biology 17 (2015) C, pp. 208-224

Over the last two decades, both bankruptcy and obesity rates in the U.S. have seen a steady rise. As obesity is one of the leading causes of medical and morbidity related economic costs, its influence on personal bankruptcy is analyzed in this study. Using the National Longitudinal Survey of...

Persistent link: https://www.econbiz.de/10011264482

Extended Bayesian information criterion in the Cox model with a high-dimensional feature space

Luo, Shan; Xu, Jinfeng; Chen, Zehua - In: Annals of the Institute of Statistical Mathematics 67 (2015) 2, pp. 287-311

Variable selection in the Cox proportional hazards model (the Cox model) has manifested its importance in many … microarray genetic studies. However, theoretical results on the procedures of variable selection in the Cox model with a high … criterion (EBIC) for variable selection in the Cox model and establish its selection consistency in the situation of high …

Persistent link: https://www.econbiz.de/10011241467