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Rank estimation of monotone hazard models
Journal article

Rank estimation of monotone hazard models

Abstract

I consider a class of hazard models that satisfy a flexible monotone restriction. A rank estimation procedure can be applied to this class. The result sheds light on the extension of rank estimation methods to hazard models with time-varying covariates.

Authors

Shin Y

Journal

Economics Letters, Vol. 100, No. 1, pp. 80–82

Publisher

Elsevier

Publication Date

July 1, 2008

DOI

10.1016/j.econlet.2007.11.007

ISSN

0165-1765

Labels

Fields of Research (FoR)

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