Folgen
Halina Frydman
Halina Frydman
Professor of statistics
Bestätigte E-Mail-Adresse bei stern.nyu.edu
Titel
Zitiert von
Zitiert von
Jahr
Introducing recursive partitioning for financial classification: the case of financial distress
H Frydman, EI Altman, DL Kao
The journal of finance 40 (1), 269-291, 1985
12951985
Predicting outcome from hypoxic-lschemic coma
DE Levy, JJ Caronna, BH Singer, RH Lapinski, H Frydman, F Plum
Jama 253 (10), 1420-1426, 1985
8331985
Modeling the effect of macroeconomic factors on corporate default and credit rating transitions
S Figlewski, H Frydman, W Liang
International Review of Economics & Finance 21 (1), 87-105, 2012
3832012
Credit rating dynamics and Markov mixture models
H Frydman, T Schuermann
Journal of Banking & Finance 32 (6), 1062-1075, 2008
2752008
Maximum likelihood estimation in the mover-stayer model
H Frydman
Journal of the American Statistical Association 79 (387), 632-638, 1984
1441984
A note on nonparametric estimation of the distribution function from interval-censored and truncated observations
H Frydman
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 1994
1211994
Testing the adequacy of Markov chain and mover-stayer models as representations of credit behavior
H Frydman, JG Kallberg, DL Kao
Operations Research 33 (6), 1203-1214, 1985
1071985
A nonparametric estimation procedure for a periodically observed three‐state Markov process, with application to AIDS
H Frydman
Journal of the Royal Statistical Society: Series B (Methodological) 54 (3 …, 1992
1041992
Nonparametric estimation of a Markov ‘illness-death’process from interval-censored observations, with application to diabetes survival data
H Frydman
Biometrika 82 (4), 773-789, 1995
991995
Semiparametric estimation in a three-state duration-dependent Markov model from interval-censored observations with application to AIDS data
H Frydman
Biometrics, 502-511, 1995
841995
Estimation in the mixture of Markov chains moving with different speeds
H Frydman
Journal of the American Statistical Association 100 (471), 1046-1053, 2005
722005
Nonparametric estimation in a Markov “illness–death” process from interval censored observations with missing intermediate transition status
H Frydman, M Szarek
Biometrics 65 (1), 143-151, 2009
692009
Estimation in the continuous time mover‐stayer model with an application to bond ratings migration
H Frydman, A Kadam
Applied Stochastic Models in Business and Industry 20 (2), 155-170, 2004
422004
Total positivity and the embedding problem for Markov chains
H Frydman, B Singer
Mathematical Proceedings of the Cambridge Philosophical Society 86 (2), 339-344, 1979
371979
Ensemble methods for survival function estimation with time-varying covariates
W Yao, H Frydman, D Larocque, JS Simonoff
Statistical Methods in Medical Research 31 (11), 2217-2236, 2022
312022
Cost inefficiency, size of firms and takeovers
S Trimbath, H Frydman, R Frydman
Review of Quantitative Finance and Accounting 17, 397-420, 2001
272001
The embedding problem for Markov chains with three states
H Frydman
Mathematical Proceedings of the Cambridge Philosophical Society 87 (2), 285-294, 1980
251980
An ensemble method for interval-censored time-to-event data
W Yao, H Frydman, JS Simonoff
Biostatistics 22 (1), 198-213, 2021
182021
Maximum likelihood estimation of hidden Markov processes
H Frydman, P Lakner
The Annals of Applied Probability 13 (4), 1296-1312, 2003
162003
Nonparametric estimation of the cumulative intensities in an interval censored competing risks model
H Frydman, J Liu
Lifetime data analysis 19, 79-99, 2013
152013
Das System kann den Vorgang jetzt nicht ausführen. Versuchen Sie es später erneut.
Artikel 1–20