A copula model for dependentcompeting risks

Many popular estimators for duration models require independent competing risks orindependent censoring. In contrast, copula based estimators are also consistent in presence ofdependent competing risks. In this paper we suggest a computationally convenient extensionof the Copula Graphic Estimator (Zheng and Klein, 1995) to a model with more than twodependent competing risks...

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Year of publication:	2009
Authors:	Lo, Simon M. S. ; Wilke, Ralf A.
Institutions:	University <Nottingham> / Department of Economics
Published in:	University of Nottingham - School of Economics - Discussion Papers Discussion Papers in Economics ; No. 09/01
Subject:	Soziale Sicherheit \| Arbeitslosigkeit \| unemployment \| Kopula <Mathematik> \| Copulas \| Sachverständiger \| dependent censoring

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Extent:	355328 bytes 23 p. application/pdf
Type of publication:	Book / Working Paper
Language:	English
Classification:	C41 - Duration Analysis ; C51 - Model Construction and Estimation ; Pay salaries and social benefits ; Ergonomic job analysis ; Individual Reports, Studies ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005868567