Multivariate Threshold Regression Models with Cure Rates: Identification and Estimation in the Presence of the Esscher Property
The first hitting time of a boundary or threshold by the sample path of a stochastic process is the central concept of threshold regression models for survival data analysis. Regression functions for the process and threshold parameters in these models are multivariate combinations of explanatory va...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-02-01
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| Series: | Stats |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-905X/5/1/12 |