On the Estimation of bivariate Conditional Transition Rates
Fuente:
arXiv
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2024
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866929478422233088 |
|---|---|
| author | Bathke, Theis |
| author_facet | Bathke, Theis |
| contents | Recent literature has found conditional transition rates to be a useful tool for avoiding Markov assumptions in multi-state models. While the estimation of univariate conditional transition rates has been extensively studied, the intertemporal dependencies captured in the bivariate conditional transition rates still require a consistent estimator. We provide an estimator that is suitable for censored data and emphasize the connection to the rich theory of the estimation of bivariate survival functions. Bivariate conditional transition rates are necessary for various applications in the survival context but especially in the calculation of moments in life insurance mathematics. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_02736 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On the Estimation of bivariate Conditional Transition Rates Bathke, Theis Statistics Theory Methodology Recent literature has found conditional transition rates to be a useful tool for avoiding Markov assumptions in multi-state models. While the estimation of univariate conditional transition rates has been extensively studied, the intertemporal dependencies captured in the bivariate conditional transition rates still require a consistent estimator. We provide an estimator that is suitable for censored data and emphasize the connection to the rich theory of the estimation of bivariate survival functions. Bivariate conditional transition rates are necessary for various applications in the survival context but especially in the calculation of moments in life insurance mathematics. |
| title | On the Estimation of bivariate Conditional Transition Rates |
| topic | Statistics Theory Methodology |
| url | https://arxiv.org/abs/2404.02736 |