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131.
The aim of this paper is to propose a survival credit risk model that jointly accommodates three types of time-to-default found in bank loan portfolios. It leads to a new framework that extends the standard cure rate model introduced by Berkson and Gage (1952) regarding the accommodation of zero-inflations. In other words, we propose a new survival model that takes into account three different types of individuals which have so far not been jointly accounted for: (i) an individual with an event at the starting time (zero time); (ii) non susceptible for the event, or (iii) susceptible for the event. Considering this, the zero-inflated Weibull non default rate regression models, which include a multinomial logistic link for the three classes, are presented using an application for credit scoring data. The parameter estimation is reached by the maximum-likelihood estimation procedure and Monte Carlo simulations are carried out to assess its finite sample performance. 相似文献
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133.
A bivariate regression model for matched paired survival data: local influence and residual analysis
Gladys D. C. Barriga Francisco Louzada-Neto Edwin M. M. Ortega Vicente G. Cancho 《Statistical Methods and Applications》2010,19(4):477-495
The use of bivariate distributions plays a fundamental role in survival and reliability studies. In this paper, we consider
a location scale model for bivariate survival times based on the proposal of a copula to model the dependence of bivariate
survival data. For the proposed model, we consider inferential procedures based on maximum likelihood. Gains in efficiency
from bivariate models are also examined in the censored data setting. For different parameter settings, sample sizes and censoring
percentages, various simulation studies are performed and compared to the performance of the bivariate regression model for
matched paired survival data. Sensitivity analysis methods such as local and total influence are presented and derived under
three perturbation schemes. The martingale marginal and the deviance marginal residual measures are used to check the adequacy
of the model. Furthermore, we propose a new measure which we call modified deviance component residual. The methodology in
the paper is illustrated on a lifetime data set for kidney patients. 相似文献
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135.
Cibele M. Russo Gilberto A. Paula Francisco José A. Cysneiros Reiko Aoki 《Journal of applied statistics》2012,39(5):1049-1067
In this paper, we propose nonlinear elliptical models for correlated data with heteroscedastic and/or autoregressive structures. Our aim is to extend the models proposed by Russo et al. 22 by considering a more sophisticated scale structure to deal with variations in data dispersion and/or a possible autocorrelation among measurements taken throughout the same experimental unit. Moreover, to avoid the possible influence of outlying observations or to take into account the non-normal symmetric tails of the data, we assume elliptical contours for the joint distribution of random effects and errors, which allows us to attribute different weights to the observations. We propose an iterative algorithm to obtain the maximum-likelihood estimates for the parameters and derive the local influence curvatures for some specific perturbation schemes. The motivation for this work comes from a pharmacokinetic indomethacin data set, which was analysed previously by Bocheng and Xuping 1 under normality. 相似文献
136.
Vicente G. Cancho Francisco LouzadaGladys D.C. Barriga 《Journal of statistical planning and inference》2012,142(4):993-1000
In this paper, we propose a cure rate survival model by assuming the number of competing causes of the event of interest follows the Geometric distribution and the time to event follow a Birnbaum Saunders distribution. We consider a frequentist analysis for parameter estimation of a Geometric Birnbaum Saunders model with cure rate. Finally, to analyze a data set from the medical area. 相似文献
137.
Lindsay O’Dell Hanna Bertilsdotter Rosqvist Francisco Ortega Charlotte Brownlow Michael Orsini 《Disability & Society》2016,31(2):166-179
In this paper we explore how our cultural contexts give rise to different kinds of knowledges of autism and examine how they are articulated, gain currency, and form the basis for policy, practice and political movements. We outline key tensions for the development of critical autism studies as an international, critical abilities approach. Our aim is not to offer a cross-cultural account of autism or to assume a coherence or universality of ‘autism’ as a singular diagnostic category/reality. Rather, we map the ways in which what is experienced and understood as autism, plays out in different cultural contexts, drawing on the notion of ‘epistemic communities’ to explore shifts in knowledge about autism, including concepts such as ‘neurodiversity’, and how these travel through cultural spaces. The paper explores two key epistemic tensions; the dominance of ‘neuro culture’ and dominant constructions of personhood and what it means to be human. 相似文献
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Obiyo Osuchukwu Maria Nuῆez Samuel Packard John Ehiri Cecilia Rosales Eric Hawkins José Gabino Gerardo Avilés Francisco Gonzalez‐Salazar Eyal Oren 《International migration (Geneva, Switzerland)》2017,55(5):62-74
Latent tuberculosis (TB) infection is routinely diagnosed using the tuberculin skin test (TST). New methods of detection more specific than TST such as QuantiFERON TB Gold In‐Tube (QFT‐GIT) have been developed but evidence remains limited on their acceptability among migrant farmworkers. This article examined the acceptability of screening tests among migrant farmworkers working on the Arizona‐Mexico border. We conducted a cross‐sectional survey of migrant farmworkers via questionnaire. Of 83 participants interviewed, 53 (63.9%) believed that TB was a serious disease that could result in death and 59 (71.1%) considered TB a health concern in their community. Sixty‐four participants (77.1%) rated QFT‐GIT test as performing better than TST. Our study demonstrates preference for QFT‐GIT results over TST, and highlights migrant farmworkers’ considering themselves at risk of TB and TB as a health concern. Policies that create easy access and culturally appropriate, affordable healthcare for this vulnerable population should be encouraged. 相似文献