NONPARAMETRIC IDENTIFICATION OF LATENT COMPETING RISKS MODELS

DOI10.1017/S0266466604205035MaRDI QIDQ5706243zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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

Cites work

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

Cited in

(5)

• scientific article; zbMATH DE number 1222624 (Why is no real title available?)
• 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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