A nested copula duration model for competing risks with multiple spells
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Publication:2189606
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Cites work
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- scientific article; zbMATH DE number 3168165 (Why is no real title available?)
- Identification of lagged duration dependence in multiple-spell competing risks models
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- Shared frailty model for recurrent event data with multiple causes
- Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach
- Testing the Gaussian copula hypothesis for financial assets dependences
Cited in
(16)- Competing risks copula models for unemployment duration: an application to a German Hartz reform
- Identification of the timing-of-events model with multiple competing exit risks from single-spell data
- Special feature: Recent statistical methods for survival analysis
- A copula-based Markov chain model for serially dependent event times with a dependent terminal event
- Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave
- Inferences on cumulative incidence function for middle censored survival data with Weibull regression
- Copula link-based additive models for bivariate time-to-event outcomes with general censoring scheme
- Identification Results for Duration Models with Multiple Spells
- Statistical analysis and application of competing risks model with regression
- A regression model for the copula-graphic estimator
- scientific article; zbMATH DE number 7670296 (Why is no real title available?)
- A survival tree based on stabilized score tests for high-dimensional covariates
- A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence
- A copula duration model with dependent states and spells
- Approximate Bayesian analysis for c-vine copula-based dependent model with multiple competing risks
- Copula-based models for competing risks: a comprehensive review
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