Multivariate Threshold Regression Models with Cure Rates: Identification and Estimation in the Presence of the Esscher Property
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- Küchler, Uwe & Tappe, Stefan, 2008. "Bilateral gamma distributions and processes in financial mathematics," Stochastic Processes and their Applications, Elsevier, vol. 118(2), pages 261-283, February.
- S. Sæbø & T. Almøy & A. H. Aastveit, 2005. "Disease resistance modelled as first‐passage times of genetically dependent stochastic processes," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 54(1), pages 273-285, January.
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- Roman V. Ivanov, 2023. "The Semi-Hyperbolic Distribution and Its Applications," Stats, MDPI, vol. 6(4), pages 1-21, October.
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Keywords
bilateral gamma process; bilateral inverse gaussian process; cure rate; degradation process; esscher transform; exponential tilt; failure event; failure time; first hitting time; interval censoring; Lévy process; multidimensional; multivariate; poisson-bernoulli random walk; stationary independent increments; stochastic process; survival time; threshold regression; wiener process;All these keywords.
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