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Piecewise Constant Cross-Ratio Estimation for Association of Age at a Marker Event and Age at Menopause


  • Nan, Bin
  • Lin, Xihong
  • Lisabeth, Lynda D.
  • Harlow, Sioban D.


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  • Nan, Bin & Lin, Xihong & Lisabeth, Lynda D. & Harlow, Sioban D., 2006. "Piecewise Constant Cross-Ratio Estimation for Association of Age at a Marker Event and Age at Menopause," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 65-77, March.
  • Handle: RePEc:bes:jnlasa:v:101:y:2006:p:65-77

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    References listed on IDEAS

    1. Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, "undated". "Evaluating Density Forecasts," CARESS Working Papres 97-18, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
    2. Hansen, Bruce E, 1994. "Autoregressive Conditional Density Estimation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(3), pages 705-730, August.
    3. repec:dau:papers:123456789/3433 is not listed on IDEAS
    4. Sean D. Campbell & Francis X. Diebold, 2005. "Weather Forecasting for Weather Derivatives," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 6-16, March.
    5. Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, vol. 59(2), pages 347-370, March.
    6. Christoffersen, Peter F & Diebold, Francis X, 1996. "Further Results on Forecasting and Model Selection under Asymmetric Loss," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(5), pages 561-571, Sept.-Oct.
    7. Tim Bollerslev & Jeffrey M. Wooldridge, 1988. "Quasi-Maximum Likelihood Estimation of Dynamic Models with Time-Varying Covariances," Working papers 505, Massachusetts Institute of Technology (MIT), Department of Economics.
    8. M. Davis, 2001. "Pricing weather derivatives by marginal value," Quantitative Finance, Taylor & Francis Journals, vol. 1(3), pages 305-308, March.
    9. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002. "Parametric and Nonparametric Volatility Measurement," Center for Financial Institutions Working Papers 02-27, Wharton School Center for Financial Institutions, University of Pennsylvania.
    10. Seater, John J, 1993. "World Temperature-Trend Uncertainties and Their Implications for Economic Policy," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(3), pages 265-277, July.
    11. Hyndman, R.J. & Grunwald, G.K., 1999. "Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall," Monash Econometrics and Business Statistics Working Papers 2/99, Monash University, Department of Econometrics and Business Statistics.
    12. repec:cup:etheor:v:13:y:1997:i:6:p:808-17 is not listed on IDEAS
    13. Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis, 1997. "Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters," NBER Working Papers 6228, National Bureau of Economic Research, Inc.
    14. Enric Valor & Hipòlit Torró & Vicente Meneu, 2001. "Single Factor Stochastic Models With Seasonality Applied To Underlying Weather Derivatives Variables," Working Papers. Serie EC 2001-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    15. Christoffersen, Peter F. & Diebold, Francis X., 1997. "Optimal Prediction Under Asymmetric Loss," Econometric Theory, Cambridge University Press, vol. 13(06), pages 808-817, December.
    16. D'Andrade, Kendall, 1992. "The End of an Era," Business Ethics Quarterly, Cambridge University Press, vol. 2(03), pages 379-389, July.
    17. Diebold, Francis X & Gunther, Todd A & Tay, Anthony S, 1998. "Evaluating Density Forecasts with Applications to Financial Risk Management," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 863-883, November.
    18. Pesaran, M Hashem & Pierse, Richard G & Kumar, Mohan S, 1989. "Econometric Analysis of Aggregation in the Context of Linear Prediction Models," Econometrica, Econometric Society, vol. 57(4), pages 861-888, July.
    19. Harvey, Campbell R. & Siddique, Akhtar, 1999. "Autoregressive Conditional Skewness," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(04), pages 465-487, December.
    20. Roll, Richard, 1984. "Orange Juice and Weather," American Economic Review, American Economic Association, vol. 74(5), pages 861-880, December.
    21. Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1999. "Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 661-673, November.
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    Cited by:

    1. Joanna H. Shih & Paul S. Albert, 2010. "Modeling Familial Association of Ages at Onset of Disease in the Presence of Competing Risk," Biometrics, The International Biometric Society, vol. 66(4), pages 1012-1023, December.
    2. Cheng, Guang & Zhou, Lan & Chen, Xiaohong & Huang, Jianhua Z., 2014. "Efficient estimation of semiparametric copula models for bivariate survival data," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 330-344.
    3. repec:bla:biomet:v:73:y:2017:i:2:p:506-516 is not listed on IDEAS
    4. Jing Ning & Karen Bandeen-Roche, 2014. "Estimation of time-dependent association for bivariate failure times in the presence of a competing risk," Biometrics, The International Biometric Society, vol. 70(1), pages 10-20, March.

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