Original title: Statistical analysis of competing risks in an unemployment study
Authors: Volf, Petr
Document type: Papers
Conference/Event: Mathematical Methods in Economics 2015 /33./, Cheb (CZ), 2015-09-09 / 2015-09-11
Year: 2015
Language: eng
Abstract: 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.
Keywords: competing risks,; copula; statistics; unemployment study
Project no.: GA13-14445S (CEP)
Funding provider: GA ČR
Host item entry: Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, ISBN 978-80-261-0539-8

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/2015/SI/volf-0447281.pdf
Original record: http://hdl.handle.net/11104/0249571

Permalink: http://www.nusl.cz/ntk/nusl-200419


The record appears in these collections:
Research > Institutes ASCR > Institute of Information Theory and Automation
Conference materials > Papers