Smoothing Hazard Functions and Time-Varying Effects in Discrete Duration and Competing Risks Models

Journal of the American Statistical Association

Volumn 91, Issue 436, 1996, Pages 1584-1594

  Fahrmeir, Ludwig ^a   Wagenpfeil, Stefan ^a  

^a UNIVERSITY OF MUNICH   (Germany)

Author keywords

Fisher scoring; Iteratively weighted Kalman smoothing; Multiple modes of the terminating event; Penalized likelihood; Posterior mode smoothing; Survival analysis

Indexed keywords

EID: 0030335796     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1996.10476726     Document Type: Article

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