Search Results - subject:"Cox Model"

Evaluation of the Reliability of a Water Supply Network from Right-Censored and Left-Truncated Break Data

Carrión, Andrés; Solano, Hernando; Gamiz, María; … - In: Water Resources Management 24 (2010) 12, pp. 2917-2935

In this paper, we analyze failure data registered in a water supply network in order to evaluate the pipes failure probability. Only failures in normal operation conditions have been considered, excluding those caused by abnormal events. We consider an observation window from year 2000 until...

Persistent link: https://www.econbiz.de/10010997588

Semiparametric maximum likelihood estimation in Cox proportional hazards model with covariate measurement errors

Wen, Chi-Chung - In: Metrika 72 (2010) 2, pp. 199-217

Persistent link: https://www.econbiz.de/10008673980

A Profile Conditional Likelihood Approach for the Semiparametric Transformation Regression Model with Missing Covariates

Chen, Hua Yun; Little, Roderick J. A. - 2001

We propose a profile conditional likelihood approach to handle missing covariates in the general semiparametric transformation regression model. The method estimates the marginal survival function by the Kaplan-Meier estimator, and then estimates the parameters of the survival model and the...

Persistent link: https://www.econbiz.de/10009477090

A latent process model for the pricing of corporate securities

Kijima, Masaaki; Suzuki, Teruyoshi; Tanaka, Keiichi - In: Computational Statistics 69 (2009) 3, pp. 439-455

correlated, our model is reduced to the seminal Black–Cox model. Numerical examples are given to support the usefulness of our …

Persistent link: https://www.econbiz.de/10010847575

A latent process model for the pricing of corporate securities

Kijima, Masaaki; Suzuki, Teruyoshi; Tanaka, Keiichi - In: Mathematical Methods of Operations Research 69 (2009) 3, pp. 439-455

correlated, our model is reduced to the seminal Black–Cox model. Numerical examples are given to support the usefulness of our …

Persistent link: https://www.econbiz.de/10010950005

Modeling the Behavior of the KRW/USD Exchange Rate and Policy Implications

Hsing, Yu - In: Global Economic Review 38 (2009) 2, pp. 205-214

model, and the uncovered interest parity model. The generalized Box-Cox model indicates that the log-log form for the PPP …

Persistent link: https://www.econbiz.de/10004966558

On understanding mutual fund terminations

Bu, Qiang; Lacey, Nelson - In: Journal of Economics and Finance 33 (2009) 1, pp. 80-99

Persistent link: https://www.econbiz.de/10005598047

The Comparison of Alternative Smoothing Methods for Fitting Non-Linear Exposure-Response Relationships with Cox Models in a Simulation Study

Govindarajulu, Usha; Malloy, Elizabeth; Ganguli, Bhaswati; … - In: International Journal of Biostatistics 5 (2009) 1, pp. 1104-1104

We examined the behavior of alternative smoothing methods for modeling environmental epidemiology data. Model fit can only be examined when the true exposure-response curve is known and so we used simulation studies to examine the performance of penalized splines (P-splines), restricted cubic...

Persistent link: https://www.econbiz.de/10005246598

APPLICATION OF THE EMPIRICAL LIKELIHOOD METHOD IN PROPORTIONAL HAZARDS MODEL

He, Bin - 2007

In survival analysis, proportional hazards model is the most commonly used and the Cox model is the most popular. These … for the Cox model with various types of censored data. Specifically, the problems under consideration are the two …-sample Cox model and stratified Cox model with right censored data, doubly censored data and partly interval-censored data …

Persistent link: https://www.econbiz.de/10009431108

Cox Survival Analysis of Microarray Gene Expression Data Using Correlation Principal Component Regression

Zhao, Qiang; Sun, Jianguo - In: Statistical Applications in Genetics and Molecular Biology 6 (2007) 1, pp. 16-16

the proportional hazards or Cox model after reducing the dimension of the gene expression data. This paper presents a new …

Persistent link: https://www.econbiz.de/10005752574