Search Results - subject:"Cox Model"

Time-varying effects when analysing customer lifetime duration, application to the insurance market

Guillen, Montserrat; Nielsen, Jens Perch; Scheike, Tomas; … - Facultat d'Economia i Empresa, Universitat de Barcelona - 2006

The Cox model (Cox, 1972) is widely used in customer lifetime duration research, but it assumes that the regression … extended version of the Cox model where the parameters are allowed to vary over time. We apply this methodology to real …

Persistent link: https://www.econbiz.de/10005059603

The association between multidose vaccinations and death: comparing case series methods when the first exposure changes the general risk of an event

Kuhnert, Ronny; Spila-Alegiani, Stefania; Tomba, Gianpaolo - In: Statistical Methods and Applications 22 (2013) 4, pp. 573-587

received at least one vaccination. Additionally, we compare the adjusted SCCS method with the Cox model as a third method. Cox …

Persistent link: https://www.econbiz.de/10010998690

Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany

Guo, Zhichao; Feng, Yuanhua - In: Economic Modelling 31 (2013) C, pp. 474-483

detected. Then the Box–Cox model and a new tree-form Constant Market Share (CMS) model are fitted to discover the long …

Persistent link: https://www.econbiz.de/10010636249

Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany

Zhichao Guo; Feng, Yuanhua - In: Economic modelling 31 (2013), pp. 474-483

Persistent link: https://www.econbiz.de/10009730793

Topics in Application of Nonparametric Smoothing Splines

Lin, Jiang - 2005

the Cox model, using the natural smoothing spline representation of the corresponding nonparametric functions of time or …

Persistent link: https://www.econbiz.de/10009431282

Geoadditive hazard regression for interval censored survival times

Kneib, Thomas - 2005

continuous survival times. In its classical form, the Cox model was introduced in the setting of right-censored observations …

Persistent link: https://www.econbiz.de/10010266166

A CLOSED-FORM EXTENSION TO THE BLACK-COX MODEL

ALFONSI, AURÉLIEN; LELONG, JÉRÔME - In: International Journal of Theoretical and Applied … 15 (2012) 08, pp. 1250053-1

In the Black-Cox model, a firm defaults when its value hits an exponential barrier. Here, we propose an hybrid model …

Persistent link: https://www.econbiz.de/10010883200

An exponential bound for Cox regression

Goldberg, Y.; Kosorok, M.R. - In: Statistics & Probability Letters 82 (2012) 7, pp. 1267-1272

We present an asymptotic exponential bound for the deviation of the survival function estimator of the Cox model. We …

Persistent link: https://www.econbiz.de/10010571766

Innovation and duration of exports

Chen, Wei-Chih - In: Economics Letters 115 (2012) 2, pp. 305-308

This paper uses survival analysis to investigate the effect of innovation on export duration of 105 countries at the product level. The estimation shows that the duration of exports increases with innovation. The effect is stronger for differentiated products than for homogeneous products. The...

Persistent link: https://www.econbiz.de/10010572229

Principled sure independence screening for Cox models with ultra-high-dimensional covariates

Zhao, Sihai Dave; Li, Yi - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 397-411

It is rather challenging for current variable selectors to handle situations where the number of covariates under consideration is ultra-high. Consider a motivating clinical trial of the drug bortezomib for the treatment of multiple myeloma, where overall survival and expression levels of 44760...

Persistent link: https://www.econbiz.de/10010572279