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 2008
DOI
10.1016/j.econlet.2007.11.007
ISSN
0165-1765