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Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing
Bhattacharjee, Arnab; Bhattacharjee, Madhuchhanda - Volkswirtschaftliche Fakultät, … - 2007
possibly age-varying (non-proportional), and there is multiplicative frailty with arbitrary distribution. Our framework … incorporates a wide variety of order restrictions on covariate dependence and duration dependence (ageing). We propose estimation … on the nature of ageing. For example, relevant theory may suggest that the baseline hazard function decreases with age …
Persistent link: https://www.econbiz.de/10005787182
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Gene selection for survival data under dependent censoring: a copula-based approach
Emura, Takeshi; Chen, Yi-Hau - Volkswirtschaftliche Fakultät, … - 2014
Dependent censoring arises in biomedical studies when the survival outcome of interest is censored by competing risks. In survival data with microarray gene expressions, gene selection based on the univariate Cox regression analyses has been used extensively in medical research, which however,...
Persistent link: https://www.econbiz.de/10011112404
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Default probability estimation in small samples - with an application to sovereign bonds
Orth, Walter - Volkswirtschaftliche Fakultät, … - 2011
In small samples and especially in the case of small true default probabilities, standard approaches to credit default probability estimation have certain drawbacks. Most importantly, standard estimators tend to underestimate the true default probability which is of course an undesirable...
Persistent link: https://www.econbiz.de/10009323214
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Bayesian Survival Modelling of University Outcomes
Vallejos, Catalina; Steel, Mark F. J. - Volkswirtschaftliche Fakultät, … - 2014
The aim of this paper is to model the length of registration at university and its associated academic outcome for undergraduate students at the Pontificia Universidad Cat´olica de Chile. Survival time is defined as the time until the end of the enrollment period, which can relate to different...
Persistent link: https://www.econbiz.de/10011108352
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Unemployment durations after temporary work: Evidence for Great Britain and Germany
Dekker, Ronald - Volkswirtschaftliche Fakultät, … - 2008
Unemployment durations are determined by a number of factors. According to mainstream economics theory, unemployment durations are shorter in a more flexible labour market. In this paper, we hypothesize that workers who had a temporary contract before the spell of unemployment will experience...
Persistent link: https://www.econbiz.de/10005836740
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A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models
Bhattacharjee, Arnab - Volkswirtschaftliche Fakultät, … - 2004
discuss an important extension to testing for proportionality of hazards in the presence of individual level frailty with …
Persistent link: https://www.econbiz.de/10005616654
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İşletme Kuluçkalarında Sunulan Destek Hizmetlerinin Yeni Kurulan Firmaların Hayatta Kalabilirliği Üzerine Etkisi: İş Geliştirme Merkezleri (İŞGEM) Örneği
Murat, Karaoz; Murat Ali, Dulupcu; Mesut, Albeni; … - Volkswirtschaftliche Fakultät, … - 2012
Business incubators are mechanisms which aim to formation and development of new ventures and to survive of these ventures through various supportive services. The aim of this study is to examine the effects of business incubator programs and its services on tenant firm performance in the...
Persistent link: https://www.econbiz.de/10011258566
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Identifying speculative bubbles with an in finite hidden Markov model
Song, Yong; Shi, Shuping - Volkswirtschaftliche Fakultät, … - 2012
This paper proposes an infinite hidden Markov model (iHMM) to detect, date stamp,and estimate speculative bubbles. Three features make this new approach attractive to practitioners. First, the iHMM is capable of capturing the nonlinear dynamics of different types of bubble behaviors as it allows...
Persistent link: https://www.econbiz.de/10009647466
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Predicción de bancarrota: Una comparación de técnicas estadísticas y de aprendizaje supervisado para computadora
Pena Centeno, Tonatiuh; Martinez Jaramillo, Serafin; … - Volkswirtschaftliche Fakultät, … - 2009
We are interested in forecasting bankruptcies in a probabilistic way. Specifcally, we com- pare the classification performance of several statistical and machine-learning techniques, namely discriminant analysis (Altman's Z-score), logistic regression, least-squares support vector machines and...
Persistent link: https://www.econbiz.de/10008545981
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Consumer preferences and demand systems
Barnett, William A.; Serletis, Apostolos - Volkswirtschaftliche Fakultät, … - 2008
This paper is an up-to-date survey of the state-of-the-art in consumer demand modelling. We review and evaluate advances in a number of related areas, including different approaches to empirical demand analysis, such as the differential approach, the locally �flexible functional forms...
Persistent link: https://www.econbiz.de/10005621542