Displaying similar documents to “Modelling consumer credit risk via survival analysis.”

Survival analysis with coarsely observed covariates.

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.

Indirect inference for survival data.

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....

Nonparametric bivariate estimation for successive survival times.

Carles Serrat, Guadalupe Gómez (2007)

SORT

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Several aspects of the analysis of two successive survival times are considered. All the analyses take into account the dependent censoring on the second time induced by the first. Three nonparametric methods are described, implemented and applied to the data coming from a multicentre clinical trial for HIV-infected patients. Visser's and Wang and Wells methods propose an estimator for the bivariate survival function while Gómez and Serrat's method presents a conditional approach for...

A sensitivity analysis for causal parameters in structural proportional hazards models.

Els Goetghebeur, Tom Loeys (2003)

SORT

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Deviations from assigned treatment occur often in clinical trials. In such a setting, the traditional intent-to-treat analysis does not measure biological efficacy but rather programmatic effectiveness. For all-or-nothing compliance situation, Loeys and Goetghebeur (2003) recently proposed a Structural Proportional Hazards method. It allows for casual estimation in the complier subpopulation provided the exclusion restriction holds: randomization per se has no effect unless exposure...

An exploratory canonical analysis approach for multinomial populations based on the φ -divergence measure

Julio A. Pardo, Leandro Pardo, María Del Carmen Pardo, K. Zografos (2004)

Kybernetika

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In this paper we consider an exploratory canonical analysis approach for multinomial population based on the φ -divergence measure. We define the restricted minimum φ -divergence estimator, which is seen to be a generalization of the restricted maximum likelihood estimator. This estimator is then used in φ -divergence goodness-of-fit statistics which is the basis of two new families of statistics for solving the problem of selecting the number of significant correlations as well as the...