English, Article, Journal or magazine article edition: Heterogeneite non observee dans les modeles de duree Guillaume, HORNY

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Bookmark: http://trove.nla.gov.au/version/178001
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Heterogeneite non observee dans les modeles de duree
Author
  • Guillaume, HORNY
Physical Description
  • preprint
Notes
  • Cet article est une revue de la littŽrature o le temps passŽ dans un Žtat est une variable alŽatoire issue dÕun mŽlange continu de distributions. Elle sÕest constituŽe ˆ partir de lÕestimation de fonctions de hasards et de mŽthodes dÕapproximations dÕintŽgrales. Nous prŽsentons dÕabord le modle de mŽlange de hasards proprotionnels et ses propriŽtŽs. Les consŽquences des principaux rŽsultats dÕidentification sont ensuite discutŽes. Nous prŽsentons ensuite des mŽthodes dÕestimations paramŽtriques, semi-paramŽtriques et bayŽsiennes, ainsi que les mŽthodes dÕoptimisation correspondantes.
  • modles de durŽe, hasards proportionnels, vraisemblance pŽnalisŽe, vraisemblance partielle, mŽthodes bayŽsiennes
  • RePEc:ctl:louvec:2007046
Language
  • English
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