1 citations · 1 across the 1 of their papers we have counts for
3 papers
math.ST2020★ 1 cited
The standard cure model with a linear hazard
Emil Aas Stoltenberg
In this paper we introduce a mixture cure model with a linear hazard rate regression model for the event times. Cure models are statistical models for event times that take into ac…
math.ST2019
Multivariate Estimation of Poisson Parameters
Emil Aas Stoltenberg, Nils Lid Hjort
This paper is devoted to the multivariate estimation of a vector of Poisson means. A novel loss function that penalises bad estimates of each of the parameters and the sum (or equi…
math.ST2019
A CLT for second difference estimators with an application to volatility and intensity
Emil A. Stoltenberg, Per A. Mykland, Lan Zhang
In this paper we introduce a general method for estimating the quadratic covariation of one or more spot parameters processes associated with continuous time semimartingales. This…