Search Results - subject:"Statistische Bestandsanalyse"

Modeling recurrent financial distress : a survival analysis of structured dependence

Uğur, Mehmet; Zeynalov, Ayaz - 2026

Existing research on financial distress typically treats failure as a single event and pays limited attention to the dynamic dependence between recurrent distress episodes. Ignoring such dependence can lead to biased hazard estimates and weaker predictive performance. We propose a...

Persistent link: https://www.econbiz.de/10015616221

Mean absolute deviations for the Weibull distribution : applications in survival analysis and insurance claims

Zhang, Weiqi; Wang, Zibo; Pinsky, Eugene - 2026

The Weibull distribution is widely applied in fields such as survival analysis, reliability engineering, failure analysis, and extreme value theory. Traditionally, Maximum Likelihood Estimation (MLE) has been commonly used to estimate the parameters of this distribution. In this paper, we derive...

Persistent link: https://www.econbiz.de/10015667500

Combining predictive distributions for time-to-event outcomes in meteorology

Cunen, Céline; Roksvåg, Thea; Heinrich-Mertsching, Claudio - 2026

Persistent link: https://www.econbiz.de/10015668332

Assessing the joint risks of fiscal crises and climate change

Uribe, Jorge; Chuliá, Helena - 2026

Persistent link: https://www.econbiz.de/10015670963

Estimation of two-states proportional hazard rates models with unobserved heterogeneity

Congregado, Emilio; Troncoso-Ponce, David; Rubino, Nicola; … - 2026

This article examines two-state proportional hazard rate models with unobserved heterogeneity specific to each state, a framework that is especially relevant for labor market transitions. To make estimation feasible in large longitudinal datasets, we implement hshaz2s, a Stata routine that uses...

Persistent link: https://www.econbiz.de/10016059547

The distributional effects of power outages on regional economies : evidence from dynamic panel data and machine learning models

Sanjay Singh; Keeler, Zachary; Ewing, Bradley T. - 2026

Persistent link: https://www.econbiz.de/10015652674

Spot volatility measurement using a change-point duration model in the high-frequency market

Li, Zhicheng; Xing, Haipeng; Wang, Yan - 2025

Modeling high-frequency volatility is an important topic of market microstructure, as it provides the empirical tools to measure and analyze the rapid price movements. Yet, volatility at a high frequency often exhibits abrupt shifts driven by news and trading activity, making accurate estimation...

Persistent link: https://www.econbiz.de/10015584383

Interview completed : the application of survival analysis to detect factors influencing response rates in online surveys

Münnich, Ákos; Kocsis, Mátyás; Mainwaring, Mark C.; … - 2025

Persistent link: https://www.econbiz.de/10015371500

Survival analysis for credit risk : a dynamic approach for Basel IRB compliance

Dala, Fernando L.; Esquível, Manuel L.; Gaspar, Raquel M. - 2025

This paper uses survival analysis as a tool to assess credit risk in loan portfolios within the framework of the Basel Internal Ratings-Based (IRB) approach. By modeling the time to default using survival functions, the methodology allows for the estimation of default probabilities and the...

Persistent link: https://www.econbiz.de/10015448887

Relationship between coefficients in parametric survival models for exponentially distributed survival time : registered unemployment in Poland

Bieszk-Stolorz, Beata - 2025

Survival analysis is a popular research tool in medicine and demography. It has been used for many years to study the duration of socio-economic phenomena. The aim of this article is to evaluate the relationship between the coefficients of the proportional hazards model (PH) and the accelerated...

Persistent link: https://www.econbiz.de/10015408221