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Parameter estimation for stage duration models

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Parameter estimation for stage duration models

PARAMETER ESTIMATION FOR STAGE-DURATION MODELSFlindersUNIVERSITYA dissertation submitted for the degree of Doctor of Philosophy (Statistics)to the Sch

Parameter estimation for stage duration models hool of Computer Science. Engineering and Mathematics,Division of Science and Engineering Faculty. Flinders University.byHoa Thi Thu Pham42705Contents

List of FiguresVList of TablesxiỈIntroduction62Literature Review92.1Stage-duration data andmodels...................................... 92.1.1Stage-du Parameter estimation for stage duration models

ration data........................................... 92.1.2Model...................................................... 102.2FVcquentist inference

Parameter estimation for stage duration models

...............L........J..............122.3Bayesian inference ................................................ 132.3.1Bayesian perspective...........

PARAMETER ESTIMATION FOR STAGE-DURATION MODELSFlindersUNIVERSITYA dissertation submitted for the degree of Doctor of Philosophy (Statistics)to the Sch

Parameter estimation for stage duration models ........................ 152.3.4Overview of the Metropolis-Hustings algorithm ............... 162.3.5Choice for the proposal distribution ............

............ 172.3.6Reversibility and stationarity of Markov chain for the MH algorithm 182.4Research on stage-duration models........................ Parameter estimation for stage duration models

.......... 193Parameter Estimation ill Multi-stage Models: A Classical Approach 223.1Introduction.....................................................

Parameter estimation for stage duration models

.........223.2Estimating stage parameters when hazard rates are known...................213.2.1Ill stage-wise constant hazard rates case .............

PARAMETER ESTIMATION FOR STAGE-DURATION MODELSFlindersUNIVERSITYA dissertation submitted for the degree of Doctor of Philosophy (Statistics)to the Sch

Parameter estimation for stage duration models ...............383.3.1Stage-wise constant hazard rates case..............................383.3.2Linear timo-dependent hazard rates....................

.............423.1Simulation studies ...................................................... 143.1.1Stage-wise constant hazard rates case.............. Parameter estimation for stage duration models

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PARAMETER ESTIMATION FOR STAGE-DURATION MODELSFlindersUNIVERSITYA dissertation submitted for the degree of Doctor of Philosophy (Statistics)to the Sch

PARAMETER ESTIMATION FOR STAGE-DURATION MODELSFlindersUNIVERSITYA dissertation submitted for the degree of Doctor of Philosophy (Statistics)to the Sch

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