The singularity of the information matrix of the mixed proportional hazard model
Year of publication: |
2003
|
---|---|
Authors: | Ridder, Geert ; Woutersen, Tiemen |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 71.2003, 5, p. 1579-1589
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Theorie | Theory |
-
Pitt, Mark M., (1989)
-
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian, (1998)
-
Additive nonparametric regression for time series
Smith, Michael S., (1996)
- More ...
-
A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model
Bijwaard, Govert, (2012)
-
The singularity of the efficiency bound of the mixed proportional hazard model
Ridder, Geert, (2001)
-
The singularity of the information matrix of the mixed proportional hazard model
Ridder, Geert, (2002)
- More ...