搜索结果: 1-12 共查到“知识库 数学 COX-2”相关记录12条 . 查询时间(0.031 秒)
Full likelihood inferences in the Cox model:an empirical likelihood approach
Right censored data Empirical likelihood Maximum likelihood estimator Partial likelihood Profile likelihood
2015/12/11
For the regression parameter β0 in the Cox model, there have been several estimators constructed based on various types of approximated likelihood, but none of them has demonstrated small-sample advan...
Estimation and goodness-of-fit for the Cox model with various types of censored data
Bivariate right censored data Bivariate data under univariate right censoring Bootstrap Doubly censored data Empirical likelihood Goodness-of-fit Partly interval-censored data
2015/12/11
The currently existing estimation methods and goodness-of-fit tests for the Cox model mainly deal with right censored data, but they do not have direct extension to other complicated types of censored...
Regularization Paths for Cox’s Proportional Hazards Model via Coordinate Descent
survival Cox model lasso elastic net
2015/8/21
We introduce a pathwise algorithm for the Cox proportional hazards model, regularized by convex combinations of `1 and `2 penalties (elastic net). Our algorithm fits via cyclical coordinate descent, a...
一类变保费双Cox风险模型的鞅分析
Cox过程 Brown运动 鞅 停时 Lundberg指数
2012/11/12
讨论一类带有投资收益和再保险的变保费双Cox风险模型:U(t)=u+V1(t)=u1+u2+∑〖DD(〗M1(t)〖〗i=1〖DD)〗Xi-∑〖DD(〗M2(t)
〖〗j=1〖DD)〗Zj+u2W(t).假设保单数量过程M1(t)与索赔次数过程M2(t)相依, 使用鞅方法得到了该模型最终破产概率的一个上界表达式e-ru·C(r), 并在特定条件M1(t)...
Exponential and non-exponential upper bounds for the ruin probabilities for the double Cox processes risk models
Probability Double Cox processes Martingale method
2011/11/4
In this paper, we consider a general insurance risk model in which the premium income process and the claim process are based on Cox processes. Exponential upper bounds for ruin probabilities are obta...
一类变保费双Cox风险模型的鞅分析
Cox过程 Brown运动 鞅 停时 Lundberg指数
2012/11/13
讨论一类带有投资收益和再保险的变保费双Cox风险模型:U(t)=u+V1(t)=u1+u2+∑〖DD(〗M1(t)〖〗i=1〖DD)〗Xi-∑〖DD(〗M2(t)〖〗j=1〖DD)〗Zj+u2W(t).假设保单数量过程M1(t)与索赔次数过程M2(t)相依, 使用鞅方法得到了该模型最终破产概率的一个上界表达式e-ru·C(r), 并在特定条件M1(t)=β...
Cox rings and pseudoeffective cones of projectivized toric vector bundles
Cox rings projectivized toric vector bundles
2010/12/13
We study projectivizations of a special class of toric vector bundles that includes cotangent bundles, whose associated Klyachko filtrations are particularly simple.
Cox rings of rational complexity one T-varieties
Cox ring branched coverings torus actions
2010/11/29
Let X be a Mori dream space together with an effective torus action of complexity one. In this note, we construct a polyhedral divisor DCox on a suitable finite covering of P1 which corresponds to the...
Default Risk Modeling Beyond the First-Passage Approximation. I. Extended Black-Cox Model
Default Risk Modeling First-Passage Approximation Black-Cox Model
2010/4/27
We develop a generalization of the Black-Cox structural model of default risk. The extended model captures uncertainty related to firms ability to avoid default even if companys liabilities momentaril...
Ruin Probabilities in Cox Risk Models with Different Types of Claims
Cox risk model ruin probability Markov process infinitesimal generator
2007/12/11
In this paper we consider risk processes with two classes of business in which the two claim-number processes are dependent Cox processes. We first assume that the two claim-number processes have a tw...