Modelling consumer credit risk via survival analysis.
Ricardo Cao, Juan M. Vilar, Andrés Devia (2009)
SORT
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Ricardo Cao, Juan M. Vilar, Andrés Devia (2009)
SORT
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Bruce W. Turnbull, Wenxin Jiang (2003)
SORT
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In this paper we describe the so-called indirect method of inference, originally developed from the econometric literature, and apply it to survival analyses of two data sets with repeated events. This method is often more convenient computationally than maximum likelihood estimation when handling such model complexities as random effects and measurement error, for example; and it can also serve as a basis for robust inference with less stringent assumptions on the data generating mechanism....
Montserrat Pepió Viñals, Carlos Polo Miranda (1992)
Qüestiió
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Recent developments in quality engineering methods have led to considerable interest in the analysis of variance, buiding a dispersion model, identifying important effects from replicated experiments and checking for significance by means of a half-normal plot. A methodology based on a chi-squared quantile plot is presented here for checking first the presence of heteroscedasticity, outliers and other data peculiarities, and after the estimation stage a new stepwise procedure tests for...
Silvie Bělašková, Eva Fišerová, Sylvia Krupičková (2013)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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In most clinical studies, patients are observed for extended time periods to evaluate influences in treatment such as drug treatment, approaches to surgery, etc. The primary event in these studies is death, relapse, adverse drug reaction, or development of a new disease. The follow-up time may range from few weeks to many years. Although these studies are long term, the number of observed events is small. Longitudinal studies have increased the importance of statistical methods for time-to...
Théo Gasser (1989)
Statistique et analyse des données
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Soren Feodor Nielsen (2003)
SORT
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In this paper we consider analysis of survival data with incomplete covariate information. We model the incomplete covariates as a random coarsening of the complete covariate, and an overview of the theory of coarsening at random is given. Various ways of estimating the parameters of the model for the survival data given the covariates are discussed and compared.
Ana Debón, Francisco Montes, Ramón Sala (2005)
SORT
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The parametric graduation of mortality data has as its objective the satisfactory estimation of the death rates based on mortality data but using an age-dependent function whose parameters are adjusted from the crude rates obtainable directly from the data. This paper proposes a revision of the most commonly used parametric models and compares the result obtained with each of them when they are applied to the mortality data for the Valencia Region. As a result of the comparison, we conclude...
Ewa Skotarczak, Ewa Bakinowska, Kamila Tomaszyk (2014)
Biometrical Letters
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A nonlinear statistical approach was used to evaluate the efficiency of plant protection products. The methodology presented can be implemented when the observations in an experiment are recorded as success or failure. This occurs, for example, when following the application of a herbicide or pesticide, a single weed or insect is classified as alive (failure) or dead (success). Then a higher probability of success means a higher efficiency of the tested product. Using simulated data...
Geliazkova, Maya (2010)
Serdica Journal of Computing
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We develop, implement and study a new Bayesian spatial mixture model (BSMM). The proposed BSMM allows for spatial structure in the binary activation indicators through a latent thresholded Gaussian Markov random field. We develop a Gibbs (MCMC) sampler to perform posterior inference on the model parameters, which then allows us to assess the posterior probabilities of activation for each voxel. One purpose of this article is to compare the HJ model and the BSMM in terms of receiver operating characteristics...