Zobrazeno 1 - 10
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pro vyhledávání: '"Frydman, Halina"'
Autor:
Frydman, Halina, Surya, Budhi
We estimate a general mixture of Markov jump processes. The key novel feature of the proposed mixture is that the transition intensity matrices of the Markov processes comprising the mixture are entirely unconstrained. The Markov processes are mixed
Externí odkaz:
http://arxiv.org/abs/2103.02755
Time-varying covariates are often available in survival studies and estimation of the hazard function needs to be updated as new information becomes available. In this paper, we investigate several different easy-to-implement ways that random forests
Externí odkaz:
http://arxiv.org/abs/2103.01355
Survival data with time-varying covariates are common in practice. If relevant, they can improve on the estimation of survival function. However, the traditional survival forests - conditional inference forest, relative risk forest and random surviva
Externí odkaz:
http://arxiv.org/abs/2006.00567
Interval-censored data analysis is important in biomedical statistics for any type of time-to-event response where the time of response is not known exactly, but rather only known to occur between two assessment times. Many clinical trials and longit
Externí odkaz:
http://arxiv.org/abs/1901.04599
Autor:
Frydman, Halina, Surya, Budhi Arta
Publikováno v:
Canadian Journal of Statistics; Dec2024, Vol. 52 Issue 4, p1-23, 23p
Autor:
Frydman, Halina, Lakner, Peter
Publikováno v:
The Annals of Applied Probability, 2003 Nov 01. 13(4), 1296-1312.
Externí odkaz:
https://www.jstor.org/stable/1193177
Autor:
Frydman, Halina, Surya, Budhi
We estimate a general mixture of Markov jump processes. The key novel feature of the proposed mixture is that the transition intensity matrices of the Markov processes comprising the mixture are entirely unconstrained. The Markov processes are mixed
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ee0c4ef47d9fba1f6540e1248c38640b
Autor:
Frydman, Halina1 (AUTHOR) hfrydman@stern.nyu.edu, Matuszyk, Anna2 (AUTHOR), Li, Chang3 (AUTHOR), Zhu, Weicheng4 (AUTHOR)
Publikováno v:
Quantitative Finance. Sep2021, Vol. 21 Issue 9, p1491-1499. 9p.
Akademický článek
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Publikováno v:
Journal of Finance (Wiley-Blackwell). Mar1985, Vol. 40 Issue 1, p269-291. 23p.