NONPARAMETRIC IDENTIFICATION OF LATENT COMPETING RISKS MODELS

DOI10.1017/S0266466604205035zbMATH Open1077.62098OpenAlexW2157457162MaRDI QIDQ5706243FDOQ5706243

Authors: Gordana Colby, Paul Rilstone 

Publication date: 7 November 2005

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466604205035

Recommendations

• The Identifiability of the Mixed Proportional Hazards Competing Risks Model
• Nonparametric identification of accelerated failure time competing risks models
• Identification of a competing risks model with unknown transformations of latent failure times
• On the identifiability of copulas in bivariate competing risks models
• Identifiability Crises in Competing Risks

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric inference (62G99) Survival analysis and censored data (62N99)

Cites Work

• The identifiability of the competing risks model
• A nonidentifiability aspect of the problem of competing risks.
• True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model
• The Identifiability of the Mixed Proportional Hazards Competing Risks Model
• Switching Regression Models with Imperfect Sample Separation Information--With an Application on Cartel Stability

Cited In (5)

• Title not available (Why is that?)
• Identifiability of the sign of covariate effects in the competing risks model
• Identification of a competing risks model with unknown transformations of latent failure times
• Nonparametric identification of accelerated failure time competing risks models
• Simplified estimation of multivariate duration models with unobserved heterogeneity

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