A copula graphic estimator for the competing risks duration model with multiple spells is presented. By adopting a nested copula structure the dependencies between risks and spells are modeled separately. This breaks up an implicit restriction of popular duration models such as multivariate...

There is now an increasingly large number of proposed concordance measures available to capture, measure and quantify different notions of dependence in stochastic processes. However, evaluation of concordance measures to quantify such types of dependence for different copula models can be...