Mover‐stayer model with covariate effects on stayer's probability and mover's transitions-Reference-Cited by-同舟云学术

Mover‐stayer model with covariate effects on stayer's probability and mover's transitions

Published:2019-05-16 Issue:5 Volume:35 Page:1171-1184
ISSN:1524-1904
Container-title:Applied Stochastic Models in Business and Industry
language:en
Short-container-title:Appl Stochastic Models Bus Ind

Author:

Frydman H.¹^ORCID,Matuszyk A.²,Li C.³,Zhu W.⁴

Affiliation:

1. New York University Stern School of BusinessDepartment of Technology, Operations and Statistics

2. Warsaw School of EconomicsInstitute of Finance

3. Princeton UniversityOperations Research and Financial Engineering department

4. New York UniversityCourant Institute of Mathematical Sciences

Publisher

Wiley

Subject

Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/asmb.2458

Reference16 articles.

1. Maximum likelihood estimation in the mover‐stayer model;Frydman H;J Am Stat Assoc,1984

2. The EM Algorithm for Maximum Likelihood Estimation in the Mover-Stayer Model

3. Maximum likelihood from incomplete data via the EM algorithm;Dempster AP;J R Stat Soc Ser B,1977

4. Estimation and status prediction in a discrete mover‐stayer model with covariate effects on stayer's probability;Frydman H;Appl Stoch Models Bus Ind,2017

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