Academic literature on the topic 'Discrete-time hazard models'

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Discrete-time hazard models.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Discrete-time hazard models"

1

Hess, Wolfgang, Gerhard Tutz, and Jan Gertheiss. "A Flexible Link Function for Discrete-Time Duration Models." Jahrbücher für Nationalökonomie und Statistik 236, no. 4 (2016): 455–81. http://dx.doi.org/10.1515/jbnst-2015-1022.

Full text
Abstract:
Abstract This paper proposes a discrete-time hazard regression approach based on the relation between hazard rate models and excess over threshold models, which are frequently encountered in extreme value modelling. The proposed duration model employs a flexible link function and incorporates the grouped-duration analogue of the well-known Cox proportional hazards model and the proportional odds model as special cases. The theoretical setup of the model is motivated, and simulation results are reported, suggesting that the model proposed performs well. The simulation results and an empirical a
APA, Harvard, Vancouver, ISO, and other styles
2

LAND, KENNETH C., DANIEL S. NAGIN, and PATRICIA L. McCALL. "Discrete-Time Hazard Regression Models with Hidden Heterogeneity." Sociological Methods & Research 29, no. 3 (2001): 342–73. http://dx.doi.org/10.1177/0049124101029003004.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Berger, Moritz, Matthias Schmid, Thomas Welchowski, Steffen Schmitz-Valckenberg, and Jan Beyersmann. "Subdistribution hazard models for competing risks in discrete time." Biostatistics 21, no. 3 (2018): 449–66. http://dx.doi.org/10.1093/biostatistics/kxy069.

Full text
Abstract:
Summary A popular modeling approach for competing risks analysis in longitudinal studies is the proportional subdistribution hazards model by Fine and Gray (1999. A proportional hazards model for the subdistribution of a competing risk. Journal of the American Statistical Association94, 496–509). This model is widely used for the analysis of continuous event times in clinical and epidemiological studies. However, it does not apply when event times are measured on a discrete time scale, which is a likely scenario when events occur between pairs of consecutive points in time (e.g., between two f
APA, Harvard, Vancouver, ISO, and other styles
4

Yang, Bill Huajian. "Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models." International Journal of Machine Learning and Computing 9, no. 5 (2019): 675–81. http://dx.doi.org/10.18178/ijmlc.2019.9.5.857.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Eberwein, Curtis. "Correcting estimates of expected durations from discrete-time hazard models." Labour Economics 9, no. 2 (2002): 303–39. http://dx.doi.org/10.1016/s0927-5371(02)00012-x.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Hofstede, Frenkel ter, and Michel Wedel. "Time-aggregation effects on the baseline of continuous-time and discrete-time hazard models." Economics Letters 63, no. 2 (1999): 145–50. http://dx.doi.org/10.1016/s0165-1765(99)00032-4.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

ter Hofstede, Frenkel, and Michel Wedel. "A Monte Carlo study of time aggregation in continuous-time and discrete-time parametric hazard models." Economics Letters 58, no. 2 (1998): 149–56. http://dx.doi.org/10.1016/s0165-1765(97)00265-6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Campolieti, Michele. "Bayesian Estimation and Smoothing of the Baseline Hazard in Discrete Time Duration Models." Review of Economics and Statistics 82, no. 4 (2000): 685–94. http://dx.doi.org/10.1162/003465300559019.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Singer, Judith D., and John B. Willett. "It’s About Time: Using Discrete-Time Survival Analysis to Study Duration and the Timing of Events." Journal of Educational Statistics 18, no. 2 (1993): 155–95. http://dx.doi.org/10.3102/10769986018002155.

Full text
Abstract:
Educational researchers frequently ask whether and, if so, when events occur. Until relatively recently, however, sound statistical methods for answering such questions have not been readily available. In this article, by empirical example and mathematical argument, we demonstrate how the methods of discrete-time survival analysis provide educational statisticians with an ideal framework for studying event occurrence. Using longitudinal data on the career paths of 3,941 special educators as a springboard, we derive maximum likelihood estimators for the parameters of a discrete-time hazard mode
APA, Harvard, Vancouver, ISO, and other styles
10

Gensheimer, Michael F., and Balasubramanian Narasimhan. "A scalable discrete-time survival model for neural networks." PeerJ 7 (January 25, 2019): e6257. http://dx.doi.org/10.7717/peerj.6257.

Full text
Abstract:
There is currently great interest in applying neural networks to prediction tasks in medicine. It is important for predictive models to be able to use survival data, where each patient has a known follow-up time and event/censoring indicator. This avoids information loss when training the model and enables generation of predicted survival curves. In this paper, we describe a discrete-time survival model that is designed to be used with neural networks, which we refer to as Nnet-survival. The model is trained with the maximum likelihood method using mini-batch stochastic gradient descent (SGD).
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Discrete-time hazard models"

1

Engdaw, Alehegn Worku. "Environmental health hazards on under-five mortality in sub-Saharan Africa : analysis using multilevel discrete-time hazard model." Master's thesis, University of Cape Town, 2014. http://hdl.handle.net/11427/13144.

Full text
Abstract:
Includes bibliographical references.<br>Environmental health hazards are pathogens and chemicals in the environment, which can cause health problems. The importance of such environmental factors in child health and survival are acknowledged in the literature. However, empirical researches on the effect of environmental health hazards on child health and survival are rare in sub- Saharan Africa. This study assesses the effect of household environmental health hazards on under-five mortality in sub-Saharan Africa. The study has used DHS data sets of the following 12 countries in the region: Burk
APA, Harvard, Vancouver, ISO, and other styles
2

Ngalamulume, Mulumba Chizmar John F. "College absenteeism economic model and multi-spell-discrete-time hazard analysis /." Normal, Ill. Illinois State University, 1997. http://wwwlib.umi.com/cr/ilstu/fullcit?p9803730.

Full text
Abstract:
Thesis (D.A.)--Illinois State University, 1997.<br>Title from title page screen, viewed June 5, 2006. Dissertation Committee: John F. Chizmar (chair), Dean Hiebert, Mark Walbert. Includes bibliographical references (leaves 38-42) and abstract. Also available in print.
APA, Harvard, Vancouver, ISO, and other styles
3

Votsi, Irène. "Evaluation des risques sismiques par des modèles markoviens cachés et semi-markoviens cachés et de l'estimation de la statistique." Thesis, Compiègne, 2013. http://www.theses.fr/2013COMP2058.

Full text
Abstract:
Le premier chapitre présente les axes principaux de recherche ainsi que les problèmes traités dans cette thèse. Plus précisément, il expose une synthèse sur le sujet, en y donnant les propriétés essentielles pour la bonne compréhension de cette étude, accompagnée des références bibliographiques les plus importantes. Il présente également les motivations de ce travail en précisant les contributions originales dans ce domaine. Le deuxième chapitre est composé d’une recherche originale sur l’estimation du risque sismique, dans la zone du nord de la mer Egée (Grèce), en faisant usage de la théorie
APA, Harvard, Vancouver, ISO, and other styles
4

García, Gómez Pilar. "Health, informal care and labour market outcomes in Europe." Doctoral thesis, Universitat Pompeu Fabra, 2008. http://hdl.handle.net/10803/7376.

Full text
Abstract:
Esta tesis contribuye a la literatura analizando los efectos causales que el estado de salud tiene sobre la participación laboral en la población en edad de trabajar. De este modo, analiza los efectos que un deterioro en el estado de salud tiene sobre la participación laboral del individuo, así como los efectos de proveer cuidados informales sobre la participación laboral femenina. El primer capítulo utiliza una aproximación empírica homogénea en nueve países europeos, lo que hace posible relacionar las diferencias encontradas con diferencias en el contexto institucional. El segundo capítulo a
APA, Harvard, Vancouver, ISO, and other styles
5

Irwin, Mary Elizabeth (Molly). "The Impact of Race and Neighborhood on Child Maltreatment: A Multi-Level Discrete Time Hazard Analysis." Cleveland, Ohio : Case Western Reserve University, 2009. http://rave.ohiolink.edu/etdc/view?acc_num=case1246634898.

Full text
Abstract:
Thesis(Ph.D.)--Case Western Reserve University, 2009<br>Title from PDF (viewed on 2009-11-23) Department of Social Welfare Includes abstract Includes bibliographical references and appendices Available online via the OhioLINK ETD Center
APA, Harvard, Vancouver, ISO, and other styles
6

Mabvuu, Coster. "Variable selection in discrete survival models." Diss., 2020. http://hdl.handle.net/11602/1552.

Full text
Abstract:
MSc (Statistics)<br>Department of Statistics<br>Selection of variables is vital in high dimensional statistical modelling as it aims to identify the right subset model. However, variable selection for discrete survival analysis poses many challenges due to a complicated data structure. Survival data might have unobserved heterogeneity leading to biased estimates when not taken into account. Conventional variable selection methods have stability problems. A simulation approach was used to assess and compare the performance of Least Absolute Shrinkage and Selection Operator (Lasso) and gradient
APA, Harvard, Vancouver, ISO, and other styles
7

Siao, Jhao-Siang, and 蕭兆祥. "The Discrete-time Proportional Hazard Model for Predicting Financial Distress." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/77477481347502801997.

Full text
Abstract:
碩士<br>國立東華大學<br>應用數學系<br>93<br>In order to predict financial distress, many economists and financier have studied this topic for a long time by using the multivariate discriminant analysis(Altman, 1968), the logit model(Ohlson, 1980), the probit model(Zmijewski, 1984), and the survival analysis(Shumway, 2001) et al. Among so many methods, Shumway refered to the logit and probit model as static models, which only use the single-period data of the company with multiple-period historical data. Cox is the first one to deduce the proportional hazard model in the survival analysis. Many researcher
APA, Harvard, Vancouver, ISO, and other styles
8

Wang, Tzu-Hao, and 王梓澔. "Predicting defaults using the discrete-time competing risk hazard model with dynamic frailty." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/87253561284354548338.

Full text
Abstract:
碩士<br>國立東華大學<br>應用數學系<br>103<br>In this paper, the discrete-time competing risk hazard model (DCRHM) with dynamic frailty is proposed for predicting defaults of firms. A common dynamic latent factor (frailty) is imposed on DCRHM. We combine the Markov Chain Monte Carlo method with the Monte Carlo expectation-maximization algorithm to generate the Gibbs samplers of the frailty process and estimate the unknown parameters in DCRHM with dynamic frailty. Using real panel datasets and an expanding rolling window approach, DCRHM with dynamic frailty has better and more robust out-of-sample performanc
APA, Harvard, Vancouver, ISO, and other styles
9

Zeng, Xiang-En, and 曾祥恩. "On Study of the failure determinants for corporations listed on the Emerging Stock Market using the discrete-time competing risk hazard model." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/8a2629.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Chiu, Wen-Mao, and 邱文茂. "Predicting the failure probabilities for corporations listed on the Emerging Stock Market in Taiwan using the discrete-time competing risk hazard model with dynamic frailty factor." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/90066924655064695960.

Full text
Abstract:
碩士<br>國立東華大學<br>應用數學系<br>103<br>The purpose of this paper is to predict the failure probabilities using the discrete-time competing risk hazard model (DCRHM; Hwang and Chu, 2014) with dynamic frailty (Duffie et al. 2009) for corporations listed on the Emerging Stock Market. The DCRHM with dynamic frailty has considered competing risk (Kalbfleisch and Prentice 1980; Elandt-Johnson and Johnson 1999) which allows the firms exiting Emerging Stock Market for different causes to have different effects on the failure probabilities. The dynamic frailty is a latent dynamic Taiwan macroeconomic factor.
APA, Harvard, Vancouver, ISO, and other styles

Books on the topic "Discrete-time hazard models"

1

Cheng, Russell. Change-Point Models. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198505044.003.0011.

Full text
Abstract:
This chapter investigates change-point (hazard rate) probability models for the random survival time in some population of interest. A parametric probability distribution is assumed with parameters to be estimated from a sample of observed survival times. If a change-point parameter, denoted by τ‎, is included to represent the time at which there is a discrete change in hazard rate, then the model is non-standard. The profile log-likelihood, with τ‎ as profiling parameter, has a discontinuous jump at every τ‎ equal to a sampled value, becoming unbounded as τ‎ tends to the largest observation.
APA, Harvard, Vancouver, ISO, and other styles
2

The Effect of the UI Wage Replacement Rate on Reemployment Wages: A Dynamic Discrete Time Hazard Model with Unobserved Heterogeneity. RAND Corporation, 2010. http://dx.doi.org/10.7249/wr734.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Book chapters on the topic "Discrete-time hazard models"

1

Singer, Judith D., and John B. Willett. "Fitting Basic Discrete-Time Hazard Models." In Applied Longitudinal Data Analysis. Oxford University Press, 2003. http://dx.doi.org/10.1093/acprof:oso/9780195152968.003.0011.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Singer, Judith D., and John B. Willett. "Extending the Discrete-Time Hazard Model." In Applied Longitudinal Data Analysis. Oxford University Press, 2003. http://dx.doi.org/10.1093/acprof:oso/9780195152968.003.0012.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Slasor, Peter, and Nan Laird. "Categorical Auxiliary Data in the Discrete Time Proportional Hazards Model." In Handbook of Statistics. Elsevier, 2003. http://dx.doi.org/10.1016/s0169-7161(03)23020-0.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Discrete-time hazard models"

1

Lloyd, George M., Timothy Hasselman, and Thomas Paez. "A Proportional Hazards Neural Network for Performing Reliability Estimates and Risk Prognostics for Mobile Systems Subject to Stochastic Covariates." In ASME 2005 International Mechanical Engineering Congress and Exposition. ASMEDC, 2005. http://dx.doi.org/10.1115/imece2005-82657.

Full text
Abstract:
We present a proportional hazards model (PHM) that establishes a framework suitable for performing reliability estimates and risk prognostics on complex multi-component systems which are transferred at arbitrary times among a discrete set of non-stationary stochastic environments. Such a scenario is not at all uncommon for portable and mobile systems. It is assumed that survival data, possibly interval censored, is available at several “typical” environments. This collection of empirical survival data forms the foundation upon which the basic effects of selected covariates are incorporated via
APA, Harvard, Vancouver, ISO, and other styles
2

Pişkin, Erhan. "The Matter of Trade Survival." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01879.

Full text
Abstract:
Besedes and Prusa (2006a-b) reveal that international trade relationships are often very short-lived contrary to previously thoughts. In line with this unexpected result, this study provides a statistical description and empirical analysis of the duration of Turkish exports. Specifically, Kaplan-Meier survival function is used to estimate the survival of trade flows over time and also a regression analysis using discrete-time duration models which allow us to properly control for unobserved heterogeneity and the presence of many tied duration times is used to explore the impact of key variable
APA, Harvard, Vancouver, ISO, and other styles
3

Tsai, Bi-Huei, Chih-Huei Chang, George Maroulis, and Theodore E. Simos. "Financial Distress Prediction Using Discrete-time Hazard Model and Rating Transition Matrix Approach." In COMPUTATIONAL METHODS IN SCIENCE AND ENGINEERING: Advances in Computational Science: Lectures presented at the International Conference on Computational Methods in Sciences and Engineering 2008 (ICCMSE 2008). AIP, 2009. http://dx.doi.org/10.1063/1.3225350.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Satoh, Koyu, Naian Liu, Jinmo Wu, Haixiang Chen, Jiao Lei, and Jesse S. Lozano. "CFD Simulations of Urban and Wildland Fire Spread Among Discrete Fuels Under Effect of Wind." In ASME 2010 International Mechanical Engineering Congress and Exposition. ASMEDC, 2010. http://dx.doi.org/10.1115/imece2010-37152.

Full text
Abstract:
It is important to investigate the urban and wildland fire behavior to mitigate the fire hazards. There have been many studies on such fires, but the need of real time fire simulations has recent increased and a demand to predict fire spread patterns in urban and wildland regions for decision-making strategies against fires has emerged. However, the knowledge of fire spread behavior is still insufficient, particularly for the condition of discrete fuel distributions. Under this condition the fire spread behavior shows high complexity due to the significant interactions between the radiation, c
APA, Harvard, Vancouver, ISO, and other styles
5

Maes, Marc A., Michael H. Faber, and Sherif S. Abdelatif. "Consequence and Utility Modeling in Rational Decision Making." In ASME 2004 23rd International Conference on Offshore Mechanics and Arctic Engineering. ASMEDC, 2004. http://dx.doi.org/10.1115/omae2004-51511.

Full text
Abstract:
Offshore design and risk assessment are typically marked by far-reaching choices and important one-time decisions. Decision analysis involving large structures, sensitive environments, and difficult operations, requires a very careful formulation of utility and consequences. It is shown in this paper that one of the most important shortcomings of such analyses stems from an incomplete definition of the system, and from the failure to include various “follow-up” consequences. “Follow-up” consequences are, generally speaking, triggered by extreme losses, such as excessive business losses, conseq
APA, Harvard, Vancouver, ISO, and other styles
6

Suprock, Christopher A., and John T. Roth. "Directionally Independent Failure Prediction of End Mill Cutting Tools: An Investigation of Noise Reduction Using Higher Dimensional Real Fourier Analysis." In ASME 2006 International Mechanical Engineering Congress and Exposition. ASMEDC, 2006. http://dx.doi.org/10.1115/imece2006-14968.

Full text
Abstract:
Accurate on-line forecasting of a tool's condition during end-milling operations is advantageous to the functionality and reliability of automated industrial processes. The ability to disengage the tool prior to catastrophic failure reduces manufacturing costs, excessive machine deterioration, and personnel hazards. Rapid computational feedback describing the system's state is critical for realizing a practical failure forecasting model. To this end, spectral analysis by fast Fourier type algorithms allows a rapid computational response. The research described herein explores the development o
APA, Harvard, Vancouver, ISO, and other styles
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!