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Economics 1 Finanzmathematik 1 Mathematical finance 1 Wirtschaftswissenschaft 1
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Lo, Simon 1 Wilke, Ralf A. 1
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Nottingham School of Economics Discussion Paper Series 1
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Identifiability and Estimation of the Sign of a Covariate Effect in the Competing Risks Model
Lo, Simon - 2011
It is well known that the competing risks model is identified if the dependence structure between risks (the copula function) is known or assumed. Special cases include independence of risks or independent censoring. If the copula function is not specified, parameters of interest are only set...
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