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Semiparametric efficient inferences for lifetime regression model with time-dependent covariates

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  • Hsieh Fushing

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  • Hsieh Fushing, 2012. "Semiparametric efficient inferences for lifetime regression model with time-dependent covariates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(1), pages 1-25, February.
    • Handle: RePEc:spr:aistmt:v:64:y:2012:i:1:p:1-25
    DOI: 10.1007/s10463-010-0301-x
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    References listed on IDEAS

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    1. Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March.
    2. Gorgens, Tue & Horowitz, Joel L., 1999. "Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable," Journal of Econometrics, Elsevier, vol. 90(2), pages 155-191, June.
    3. Fushing Hsieh, 2001. "On heteroscedastic hazards regression models: theory and application," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(1), pages 63-79.
    4. Horowitz, Joel L, 1996. "Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable," Econometrica, Econometric Society, vol. 64(1), pages 103-137, January.
    5. James Vaupel & Kenneth Manton & Eric Stallard, 1979. "The impact of heterogeneity in individual frailty on the dynamics of mortality," Demography, Springer;Population Association of America (PAA), vol. 16(3), pages 439-454, August.
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