๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A Proportional Hazards Model of Commercial Mortgage Default with Originator Bias

โœ Scribed by Brian A. Ciochetti; Yongheng Deng; Gail Lee; James D. Shilling; Rui Yao

Book ID
110440126
Publisher
Springer US
Year
2003
Tongue
English
Weight
184 KB
Volume
27
Category
Article
ISSN
0895-5638

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๐Ÿ“œ SIMILAR VOLUMES

Asymptotic efficiency of a proportional
Asymptotic efficiency of a proportional hazards model with cure
โœ Alexander Tsodikov ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 450 KB

Nonparametric estimators of survivor function can be used in the presence of long-term survivors to estimate the probability of cure by the last point of a survivor curve. To explain the presence of long-term survivors the cumulative hazard is assumed bounded but otherwise unspecified to yield an im