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  • Search: subject:"survivor function"
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Year of publication
Subject
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survivor function 6 Survivor Function 2 exponential distribution 2 failure rate 2 mean time to failure 2 system load-share model 2 60F05 secondary 1 60G70 Beta-independent random vectors Elliptical distributions Kotz Type I polar distributions Kotz approximation Conditional limiting distribution Estimation of conditional survivor function Max-domain of attractions 1 AARE (average asymptotic efficiency) 1 ABLUE (asymptotic best linear unbiased estimate) 1 ARE (asymptotic relative efficiency) 1 Agricultural Finance 1 Aktienmarkt 1 Basel Accord 1 Business cycle 1 Börsenkurs 1 Capital income 1 Confidence Interval 1 Cox model 1 Dauer 1 Donderian additive models 1 Duration 1 Duration analysis 1 English Auction 1 Estimation 1 Exponential distributions 1 Fourier deconvolution 1 Gaussian process 1 Health Sciences 1 Kapitaleinkommen 1 Konjunktur 1 Location-scale family 1 Log Concavity 1 Logistic distribution 1 MTTF 1 Maximum Likelihood Estimator 1 Nonparametric 1 Normal distribution 1 Optimum order statistics 1 Order Restriction 1
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Online availability
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Undetermined 6 Free 3
Type of publication
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Article 8 Book / Working Paper 2 Other 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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Undetermined 7 English 4
Author
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Gurov, Sergey V. 2 Balakrishnan, J. 1 Brown, E. 1 Cefalu, Matthew 1 Dressler, Jonathan B. 1 Hashorva, Enkelejd 1 Hassanein, K. 1 Hogan, Seamus 1 Inagaki, Nobuo 1 Meriluoto, Laura 1 Park, Yong Seok 1 Saleh, A. 1 Stokes, Jeffrey R. 1 Utkin, Lev V. 1 Utkin, Lev. V. 1 Zakamulin, Valeriy 1
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Institution
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Agricultural Economics Society - AES 1 Department of Economics and Finance, College of Business and Economics 1
Published in...
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Annals of the Institute of Statistical Mathematics 1 Applied economics 1 European Journal of Industrial Engineering 1 European journal of industrial engineering : EJIE 1 Journal of Multivariate Analysis 1 Metrika 1 Proceedings: 2006 Agricultural and Rural Finance Markets in Transition, October 2-3, 2006; Washington, DC 1 Psychometrika 1 Stata Journal 1 Working Papers in Economics 1
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Source
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RePEc 8 ECONIS (ZBW) 2 BASE 1
Showing 1 - 10 of 11
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Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy - In: Applied economics 55 (2023) 4, pp. 357-368
Persistent link: https://www.econbiz.de/10013494428
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On Estimation and Inference under Order Restrictions.
Park, Yong Seok - 2011
The aim of statistical analysis and inference is to draw meaningful conclusions. In the case where there is prior knowledge of stochastic orderings or inequalities, it is desirable to incorporate this information in the estimation. This avoids possible unrealistic estimates, and may also lead to...
Persistent link: https://www.econbiz.de/10009482960
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A continuous extension of a load-share reliability model based on a condition of the residual lifetime conservation
Gurov, Sergey V.; Utkin, Lev V. - In: European Journal of Industrial Engineering 8 (2014) 3, pp. 349-365
The reliability behaviour of systems under changeable load is studied in the paper. A case when the load changes continuously in time is considered, i.e., a continuous extension of the discrete load-share reliability models is proposed. The main assumption used in the paper is the so-called...
Persistent link: https://www.econbiz.de/10010777250
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A continuous extension of a load-share reliability model based on a condition of the residual lifetime conservation
Gurov, Sergey V.; Utkin, Lev. V. - In: European journal of industrial engineering : EJIE 8 (2014) 3, pp. 349-365
Persistent link: https://www.econbiz.de/10010403891
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Mortgage Termination at AgChoice Farm Credit
Dressler, Jonathan B.; Stokes, Jeffrey R. - Agricultural Economics Society - AES - 2006
Mortgage termination is important when considering risk management at financial institutions and can generally be of two types: default and prepayment. Data consisting of 1,060 fixed rate mortgages collateralized by farm real estate to dairy producers made by AgChoice ACA from January 1, 2001...
Persistent link: https://www.econbiz.de/10010909999
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Pointwise confidence intervals for the covariate-adjusted survivor function in the Cox model
Cefalu, Matthew - In: Stata Journal 11 (2011) 1, pp. 64-81
-written command survci can be used to plot the pointwise intervals for the survivor function after the Cox model. In this article, I … estimators. In the absence of covariates, the official command sts graph can be used to plot these intervals for the survivor … function or the cumulative hazard function; however, in the presence of covariates, sts graph is insufficient. The user …
Persistent link: https://www.econbiz.de/10008862278
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A Note on Log Concave Survivor Functions in Auctions
Hogan, Seamus; Meriluoto, Laura - Department of Economics and Finance, College of … - 2010
standard regularity condition is that the survivor function of the distribution be log concave. In an auction where the seller … sets a fixed price, the equivalent condition requires log concavity of a survivor function derived from the primitive … distribution. In this note we show that log concavity of the primitive survivor function implies log concavity in the derived …
Persistent link: https://www.econbiz.de/10008565777
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Conditional limiting distribution of beta-independent random vectors
Hashorva, Enkelejd - In: Journal of Multivariate Analysis 99 (2008) 7, pp. 1438-1459
The paper deals with random vectors in , possessing the stochastic representation , where R is a positive random radius independent of the random vector and is a non-singular matrix. If is uniformly distributed on the unit sphere of , then for any integer m<d we have the stochastic representations and , with W>=0, such that W2 is a beta distributed...</d>
Persistent link: https://www.econbiz.de/10005152839
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Simple additivity of stochastic psychological processes: Tests and measures
Balakrishnan, J. - In: Psychometrika 59 (1994) 2, pp. 217-240
Persistent link: https://www.econbiz.de/10005757675
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Estimating survivor function using optimally selected order statistics
Hassanein, K.; Saleh, A.; Brown, E. - In: Metrika 38 (1991) 1, pp. 99-115
Persistent link: https://www.econbiz.de/10005178935
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