Maximum likelihood estimation for conditional distribution single-index models under censoring
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- repec:spr:testjl:v:27:y:2018:i:2:d:10.1007_s11749-017-0546-2 is not listed on IDEAS
- Luís Meira-Machado & Jacobo Uña-Álvarez & Somnath Datta, 2015. "Nonparametric estimation of conditional transition probabilities in a non-Markov illness-death model," Computational Statistics, Springer, vol. 30(2), pages 377-397, June.
- Catalina Bolancé & Ricardo Cao & Montserrat Guillen, 2018. "“Flexible maximum conditional likelihood estimation for single-index models to predict accident severity with telematics data”," IREA Working Papers 201829, University of Barcelona, Research Institute of Applied Economics, revised Dec 2018.
- repec:spr:aistmt:v:70:y:2018:i:3:d:10.1007_s10463-017-0600-6 is not listed on IDEAS
- Ewa Strzalkowska-Kominiak & Ricardo Cao, 2014. "Beran-based approach for single-index models under censoring," Computational Statistics, Springer, vol. 29(5), pages 1243-1261, October.
More about this item
KeywordsConditional density function; Credit risk; Kernel estimation; Survival analysis;
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