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变点风险率模型中似然函数的一个奇异性

On a Singularity in the Likelihood for a Change-Point Hazard Rate Model

Biometrika · 1985
被引 20
ABS 4

中文导读

Nguyen等人(1984)在变点风险率模型的对数似然函数中发现了一个奇异性,本文指出若正确定义似然函数,该奇异性可被消除。

Abstract

A singularity identified by Nguyen, Rogers & Walker (1984) in the log likelihood function for a change-point hazard rate model is eliminated if the likelihood function is appropriately defined.

计量经济学统计学应用数学风险分析