Název:
Statistical analysis of competing risks in an unemployment study
Autoři:
Volf, Petr Typ dokumentu: Příspěvky z konference Konference/Akce: Mathematical Methods in Economics 2015 /33./, Cheb (CZ), 2015-09-09 / 2015-09-11
Rok:
2015
Jazyk:
eng
Abstrakt: This study is concerned with the analysis of dependence of random variables - latent times to events, in a competing risks case. We discuss first the problem of identifiability of marginal and joint distributions of competing random variables. Then, the copula models are utilized in order to express the dependence. Finally, the Gauss copula is used to solution of a real example with unemployment data.
Klíčová slova:
competing risks,; copula; statistics; unemployment study Číslo projektu: GA13-14445S (CEP) Poskytovatel projektu: GA ČR Zdrojový dokument: Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, ISBN 978-80-261-0539-8