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Identification and Estimation of Additive competing Risks Models with Unknown Transformation of Latent Failure Times

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Authors
오나래
Advisor
이석배
Major
사회과학대학 경제학부
Issue Date
2013-08
Publisher
서울대학교 대학원
Keywords
Competing Risks modelTransformation ModelIdentificationMarginal IntegrationEstimation
Description
학위논문 (석사)-- 서울대학교 대학원 : 경제학과, 2013. 8. 이석배.
Abstract
This paper presents the methods of identification and estimation of additive competing risks models with unknown transformation of latent failure times. In our set up, we assume that the latent failure times are generated by nonparametric additive separable transformation regression model. The model in this paper includes a competing risk version of log-linear model, mixed proportional hazard model, accelerated failure times model, and linear transformation model. Identification of unknown additive function is accomplished using marginal integration method. Our identification strategy does not depend on identification near zero, and it does not require exclusion restriction. Given our identification results, we developed uniform consistent sample analogue estimator.
Language
English
URI
https://hdl.handle.net/10371/134600
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College of Social Sciences (사회과학대학)Dept. of Economics (경제학부)Theses (Master's Degree_경제학부)
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