Halina Frydman

Affiliations: 
New York University, Graduate School of Business Administration 
Area:
Statistics, Finance
Google:
"Halina Frydman"
BETA: Related publications

Publications

You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect.

Yao W, Frydman H, Simonoff JS. (2019) An ensemble method for interval-censored time-to-event data. Biostatistics (Oxford, England)
Frydman H, Matuszyk A, Li C, et al. (2019) Mover‐stayer model with covariate effects on stayer's probability and mover's transitions Applied Stochastic Models in Business and Industry. 35: 1171-1184
Frydman H, Matuszyk A. (2018) Estimation and status prediction in a discrete mover-stayer model with covariate effects on stayer's probability Applied Stochastic Models in Business and Industry. 34: 196-205
Robb R, Frydman H, Robertson A. (2017) Heterogeneity versus duration dependence with competing risks: an application to the labor market Applied Stochastic Models in Business and Industry. 33: 465-475
Frydman H, Gerds T, Grøn R, et al. (2013) Nonparametric estimation in an "illness-death" model when all transition times are interval censored. Biometrical Journal. Biometrische Zeitschrift. 55: 823-43
Frydman H, Liu J. (2013) Nonparametric estimation of the cumulative intensities in an interval censored competing risks model. Lifetime Data Analysis. 19: 79-99
Figlewski S, Frydman H, Liang W. (2012) Modeling the effect of macroeconomic factors on corporate default and credit rating transitions International Review of Economics and Finance. 21: 87-105
Frydman H, Szarek M. (2010) Estimation of overall survival in an 'illness-death' model with application to the vertical transmission of HIV-1. Statistics in Medicine. 29: 2045-54
Frydman H, Szarek M. (2009) Nonparametric estimation in a Markov "illness-death" process from interval censored observations with missing intermediate transition status. Biometrics. 65: 143-51
Frydman H, Schuermann T. (2008) Credit rating dynamics and Markov mixture models Journal of Banking and Finance. 32: 1062-1075
See more...