Search Results - subject:"Cox model"

Estimation of the Cox model with grouped lifetimes

Nowak, Piotr Bolesław - In: Statistics in transition : an international journal of … 25 (2024) 4, pp. 179-189

in the Cox model based on the restored sample. It has been proven that for elliptical-type distributional assumptions … about explanatory variables the estimators of the regression parameters in the Cox model based on the pseudo-complete sample …

Persistent link: https://www.econbiz.de/10015338254

Improving credit risk assessment in P2P lending with explainable machine learning survival analysis

Bone-Winkel, Gero Friedrich - In: Digital finance : smart data analytics, investment … 6 (2024) 3, pp. 501-542

Persistent link: https://www.econbiz.de/10015078229

Estimating disease-free life expectancy based on clinical data from the French hospital discharge database

Sorochynskyi, Oleksandr; Guibert, Quentin; Planchet, … - In: Risks : open access journal 12 (2024) 6, pp. 1-25

The development of health indicators to measure healthy life expectancy (HLE) is an active field of research aimed at summarizing the health of a population. Although many health indicators have emerged in the literature as critical metrics in public health assessments, the methods and data to...

Persistent link: https://www.econbiz.de/10014636735

Improving credit risk assessment in P2P lending with explainable machine learning survival analysis

Bone-Winkel, Gero Friedrich; Reichenbach, Felix - In: Digital Finance 6 (2024) 3, pp. 501-542

model outperformed both the classical Cox model and the platform’s rating. For instance, the boosted model’s highest rating … default rates, rates of return, and plotted Kaplan–Meier curves. These performance criteria revealed that the boosted Cox …

Persistent link: https://www.econbiz.de/10015399576

Scaled Fisher consistency for the partial likelihood estimation in various extensions of the Cox model

Bednarski, Tadeusz; Nowak, Piotr B.; Skolimowska-Kulig, … - In: Statistics in Transition new series (SiTns) 23 (2022) 2, pp. 185-196

. In this paper, weaim to investigate the accuracy of inference based on the primer Cox model in the existenceof unobserved … the Cox model with undefinedfrailty. We show that the conventional partial likelihood estimator under the considered ex …

Persistent link: https://www.econbiz.de/10013444139

Scaled Fisher consistency for the partial likelihood estimation in various extensions of the Cox model

Bednarski, Tadeusz; Nowak, Piotr B.; Skolimowska-Kulig, … - In: Statistics in transition : an international journal of … 23 (2022) 2, pp. 185-196

Persistent link: https://www.econbiz.de/10013419437

"Take the money and run" : Dutch evidence on inheritance and transfer receiving and divorce

Basiglio, Stefania - In: Italian economic journal : official peer-reviewed … 8 (2022) 3, pp. 585-605

Persistent link: https://www.econbiz.de/10013438571

Investment objectives and factors that influence the disappearance of Spanish mutual funds

Barberà Mariné, M. Glòria; Fabregat-Aibar, Laura; … - In: Journal of business economics and management 21 (2020) 1, pp. 255-276

, volatility, Sharpe ratio, Morningstar rating, and fund family. The Kaplan-Meier estimator and an extension of the Cox model, the …

Persistent link: https://www.econbiz.de/10012176243

Investment objectives and factors that influence the disappearance of Spanish mutual funds

Barberà Mariné, M. Glòria; Fabregat-Aibar, Laura; … - In: Journal of Business Economics and Management (JBEM) 21 (2020) 1, pp. 255-276

, volatility, Sharpe ratio, Morningstar rating, and fund family. The Kaplan-Meier estimator and an extension of the Cox model, the …

Persistent link: https://www.econbiz.de/10015401417

Modeling of Clinical Phenotypes Assessed at Discrete Study Visits

Huang, Emily; Varadhan, Ravi; Carlson, Michelle - In: Epidemiologic Methods 8 (2019) 1

Cox model to be computationally infeasible. We propose two, new, computationally efficient approximations to the exact … methods to the Prentice-Gloeckler model and the Cox model using Efron’s and Breslow’s tie-handling methods. In addition, we …

Persistent link: https://www.econbiz.de/10014590643