Skip navigation
Skip navigation

Semiparametric Estimation of Single-Index Hazard Functions Without Proportional Hazards

Gorgens, Jakob (Tue)

Description

This research develops a semiparametric kernel-based estimator of hazard functions which does not assume proportional hazards. The maintained assumption is that the hazard functions depend on regressors only through a linear index. The estimator permits both discrete and continuous regressors, both discrete and continuous failure times, and can be applied to right-censored data and to multiple-risks data, in which case the hazard functions are risk-specific. The estimator is root- n consistent...[Show more]

CollectionsANU Research Publications
Date published: 2006
Type: Journal article
URI: http://hdl.handle.net/1885/22628
Source: The Econometrics Journal
DOI: 10.1111/j.1368-423X.2006.00174.x

Download

There are no files associated with this item.


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  12 November 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator