Efficiency and Bootstrap in the Promotion Time Cure Model
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DOI: 10.3150/16-bej852
Abstract: In this paper we consider a semiparametric promotion time cure model and study the asymptotic properties of its nonparametric maximum likelihood estimator (NPMLE). First, by relying on a profile likelihood approach, we show that the… read more here.
Keywords: cure model; promotion time; model; bootstrap ... See more keywords
Modelling the Time to Write-Off of Non-Performing Loans Using a Promotion Time Cure Model with Parametric Frailty
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DOI: 10.3390/math11102228
Abstract: Modelling the outcome after loan default is receiving increasing attention, and survival analysis is particularly suitable for this purpose due to the likely presence of censoring in the data. In this study, we suggest that… read more here.
Keywords: time; cure model; time cure; model ... See more keywords