Discrete-time survival trees and forests with time-varying covariates-Reference-Cited by-同舟云学术

Discrete-time survival trees and forests with time-varying covariates

Published:2011-10 Issue:5 Volume:11 Page:429-446
ISSN:1471-082X
Container-title:Statistical Modelling
language:en
Short-container-title:Statistical Modelling

Author:

Bou-Hamad Imad¹,Larocque Denis²,Ben-Ameur Hatem²

Affiliation:

1. Department of Business Information and Decision Systems, Olayan School of Business, American University of Beirut, Lebanon

2. Department of Management Sciences, HEC Montréal, Canada

Abstract

The aim of this paper is to propose a new survival tree method for discrete-time survival data with time-varying covariates. This method can accommodate simultaneously time-varying covariates and time-varying effects. The method is then used for bankruptcy analysis of US firms that conducted an Initial Public Offerings between 1990 and 1999 using accounting and financial ratios.

Publisher

SAGE Publications

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://journals.sagepub.com/doi/pdf/10.1177/1471082X1001100503

Reference45 articles.

1. FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY

2. Survival trees with time-dependent covariates: Application to estimating changes in the incubation period of AIDS

3. Financial Ratios As Predictors of Failure

4. Discrete-time survival trees

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