On maximum likelihood estimation of competing risks using the cause-specific semi-parametric Cox model with time-varying covariates : an application to credit risk
Year of publication: |
2022
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Authors: | Thackham, Mark ; Ma, Jun |
Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 73.2022, 1, p. 5-14
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Subject: | Competing risk cause specific Cox models | constrained maximum likelihood optimisation | credit risk | time-varying covariates | Kreditrisiko | Credit risk | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Risiko | Risk |
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