Browsing by Author "Chen, Paichuan"
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Extending the Quandt-Ramsey Modeling to Survival Analysis
Chen, Paichuan (The Graduate School, Stony Brook University: Stony Brook, NY., 1-Aug-10)The mixture of two regression regimes has been extensively studied in economics. A switching regression is often used to model a system that changes depending on some variables. The test of a mixture of regimes in hazard ...