Original title: Bivariate Geometric Distribution and Competing Risks: Statistical Analysis and Application
Authors: Volf, Petr
Document type: Papers
Conference/Event: INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2020) /38./, Brno (CZ), 20200909
Year: 2020
Language: eng
Abstract: The contribution studies the statistical model for discrete time two-variate duration (time-to-event) data. The analysis is complicated by partial data observation caused either by the right-side censoring or by the presence of dependent competing events. The case is modeled and analyzed with the aid of a two-variate geometric distribution. The model identifiability is discussed and it is shown that the model is not identifiable without proper additional assumptions. The method of analysis is illustrated both on artificially generated\nexample and on real unemployment data.
Keywords: bivariate geometric distribution; competing risks; unemployment data
Project no.: GA18-02739S (CEP)
Funding provider: GA ČR
Host item entry: 38th INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2020) : Conference Proceedings, ISBN 978-80-7509-734-7

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://library.utia.cas.cz/separaty/2020/SI/volf-0532129.pdf
Original record: http://hdl.handle.net/11104/0310739

Permalink: http://www.nusl.cz/ntk/nusl-432139


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