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Gagliardini, Patrick; Gouriéroux, Christian - Centre de Recherche en Économie et Statistique … - 2012

dependence are captured by introducing a dynamic frailty, whereas the contagion passes through the effect of the lagged number of …

Persistent link: https://www.econbiz.de/10010548474

Frailty models with applications to the study of infant deaths on birth timing in Ghana and Kenya

Gyimah, Stephen; Ezeh, Alex; Fotso, J. - In: Quality & Quantity: International Journal of Methodology 46 (2012) 5, pp. 1505-1521

Persistent link: https://www.econbiz.de/10010556987

Meta-analysis of time-to-event outcomes using a hazard-based approach: Comparison with other models, robustness and meta-regression

Fiocco, Marta; Stijnen, Theo; Putter, Hein - In: Computational Statistics & Data Analysis 56 (2012) 5, pp. 1028-1037

correlated gamma frailty model. Each trial contributing to the meta-analysis provides several survival proportions for each … robustness of the Poisson correlated gamma frailty model under departures from the assumptions on censoring mechanism and on … gamma frailty model a sensitivity analysis is performed. Results from the analysis show that the model is robust. The last …

Persistent link: https://www.econbiz.de/10010574477

A matrix approach to the statistics of longevity in heterogeneous frailty models

Caswell, Hal - In: Demographic Research 31 (2014) 19, pp. 553-592

Persistent link: https://www.econbiz.de/10010897808

Modeling hedge fund lifetimes: A dependent competing risks framework with latent exit types

Haghani, Shermineh - In: Journal of Empirical Finance 28 (2014) C, pp. 291-320

Due to the voluntary nature of hedge funds reporting to databases, hedge funds may stop reporting and exit a database not only because of failure, but also as a result of success and reaching the optimal size of assets under management. The existing hedge fund databases do not seem to provide...

Persistent link: https://www.econbiz.de/10010939529

The non-parametric identification of the mixed proportional hazards competing risks model

Abbring, Jaap H.; Berg, Gerard J. van den - Faculteit der Economische Wetenschappen en … - 2000

specification with regressors, and the risks are dependent by way of the unobserved heterogeneity, or frailty, components. We show …

Persistent link: https://www.econbiz.de/10010822641

Unobserved heterogeneity in multiple-spell multiple-states duration models

Bijwaard, Govert E. - 2011

In survival analysis a large literature using frailty models, or models with unobserved heterogeneity, exist. In the … proportional hazard structure. First, the aspects of frailty modeling in univariate (proportional hazard, Cox) duration models are …

Persistent link: https://www.econbiz.de/10010278583

The Non-Parametric Identification of the Mixed Proportional Hazards Competing Risks Model

Abbring, Jaap H.; van den Berg, Gerard J. - 2000

specification with regressors, and the risks are dependent by way of the unobserved heterogeneity, or frailty, components. We show …

Persistent link: https://www.econbiz.de/10010324485

Childhood Circumstances and Health Inequality in Old Age: Comparative Evidence from China and the United States

Chen, Xi; Yan, Binjian; Gill, Thomas M. - 2020

This paper estimates the extent to which childhood circumstances contribute to health inequality in old age and evaluates the importance of major domains of childhood circumstances to health inequalities in the USA and China. We link two waves of the China Health and Retirement Longitudinal...

Persistent link: https://www.econbiz.de/10012270138

Childhood Circumstances and Health Inequality in Old Age: Comparative Evidence from China and the United States

Chen, Xi; Yan, Binjian; Gill, Thomas M. - 2020

Persistent link: https://www.econbiz.de/10012290483