Estimation in a Cox regression model with a change-point according to a threshold in a covariate
By O. Pons. 2003
107 citations recorded by the source corpus.
Subfields: Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/753af5af4c9f612aaaa290c2d17e1637bccb0e6b
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- S. Lee
- Rui Song
- Michael R. Kosorok
- M. Seo
- Youngki Shin
- G'abor J. Sz'ekely
- Maria L. Rizzo
- Arthur Gretton
In Statistics and Probability
- Michael R. Kosorok
- Rui Song
- S. Lee
- M. Seo
- Youngki Shin
- Eric B. Laber
- Victor Chernozhukov
- Xiaohong Chen
Citations in the corpus
- Testing for Threshold Effects in Regression Models (2010, background): “KEY WORDS: Davies problem; Empirical process; Maximum rank correlation estimation; Maximum score estimation; U-process.”
- FURTHER DETAILS ON INFERENCE UNDER RIGHT CENSORING FOR TRANSFORMATION MODELS WITH A CHANGE-POINT BASED ON A COVARIATE THRESHOLD (2006, methodology): “We note that for the special case when α = 0 and Λ(t) = e−t, the model (3) becomes the Cox model considered by [27] under a slightly different parameterization.”