The two‐way proportional hazards model
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DOI: 10.1111/1467-9868.00368
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Cited by:
- Carollo, Angela & Putter, Hein & Eilers, Paul H. C. & Gampe, Jutta, 2023. "Event history analysis with two time scales. An application to transitions out of cohabitation," SocArXiv 4ewv3, Center for Open Science.
- Kwun Chuen Gary Chan & Mei-Cheng Wang, 2017. "Semiparametric Modeling and Estimation of the Terminal Behavior of Recurrent Marker Processes Before Failure Events," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(517), pages 351-362, January.
- Adithi Ramesh & C. B Senthil Kumar, 2017. "Structure and Intensity Based Approach in Credit Risk Models: A Literature Review," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 609-612.
- Ming-Yueh Huang & Kwun Chuen Gary Chan, 2022. "Model selection among Dimension-Reduced generalized Cox models," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 28(3), pages 492-511, July.
- Breeden, Joseph L., 2016. "Incorporating lifecycle and environment in loan-level forecasts and stress tests," European Journal of Operational Research, Elsevier, vol. 255(2), pages 649-658.
- Kwun Chuen Gary Chan, 2018. "Commentary: Alignment of time scales and joint models," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 24(4), pages 601-604, October.
- Kauermann, Goran & Khomski, Pavel, 2006. "Additive two-way hazards model with varying coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1944-1956, December.
- J L Breeden & D Ingram, 2010. "Monte Carlo scenario generation for retail loan portfolios," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(3), pages 399-410, March.
- Joseph L Breeden & Lyn Thomas, 2016. "Solutions to specification errors in stress testing models," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 67(6), pages 830-840, June.
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