A nested copula duration model for competing risks with multiple spells
From MaRDI portal
Publication:2189606
DOI10.1016/J.CSDA.2020.106986OpenAlexW3020461305MaRDI QIDQ2189606FDOQ2189606
Authors: Simon M. S. Lo, Enno Mammen, Ralf A. Wilke 
Publication date: 16 June 2020
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2020.106986
Recommendations
- Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave
- Competing risks copula models for unemployment duration: an application to a German Hartz reform
- A regression model for the copula-graphic estimator
- Modeling unemployment duration in a dependent competing risks framework: Identification and estimation
- scientific article; zbMATH DE number 1222624
Cites Work
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Title not available (Why is that?)
- An introduction to copulas.
- Bivariate option pricing using dynamic copula models
- A nonidentifiability aspect of the problem of competing risks.
- Testing the Gaussian copula hypothesis for financial assets dependences
- Estimates of marginal survival for dependent competing risks based on an assumed copula
- A stochastic representation and sampling algorithm for nested Archimedean copulas
- A martingale approach to the copula-graphic estimator for the survival function under dependent censoring
- Semiparametric estimation of a panel data proportional hazards model with fixed effects
- Identification Results for Duration Models with Multiple Spells
- Profile likelihood approaches for semiparametric copula and frailty models for clustered survival data
- Direct Parametric Inference for the Cumulative Incidence Function
- Identification of lagged duration dependence in multiple-spell competing risks models
- Shared frailty model for recurrent event data with multiple causes
- Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach
- Removing Cancer when it is Correlated with other Causes of Death
- Competing risks copula models for unemployment duration: an application to a German Hartz reform
- A regression model for the copula-graphic estimator
Cited In (13)
- Title not available (Why is that?)
- Statistical analysis and application of competing risks model with regression
- A survival tree based on stabilized score tests for high-dimensional covariates
- Competing risks copula models for unemployment duration: an application to a German Hartz reform
- Inferences on cumulative incidence function for middle censored survival data with Weibull regression
- A regression model for the copula-graphic estimator
- A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence
- Identification of the timing-of-events model with multiple competing exit risks from single-spell data
- Copula link-based additive models for bivariate time-to-event outcomes with general censoring scheme
- Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave
- Special feature: Recent statistical methods for survival analysis
- Identification Results for Duration Models with Multiple Spells
- A copula-based Markov chain model for serially dependent event times with a dependent terminal event
Uses Software
This page was built for publication: A nested copula duration model for competing risks with multiple spells
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2189606)
