Název:
Problem of competing risks with covariates: Application to an unemployment study
Autoři:
Volf, Petr Typ dokumentu: Příspěvky z konference Konference/Akce: 36th International Conference Mathematical Methods in Economics, Jindřichův Hradec (CZ), 20180912
Rok:
2018
Jazyk:
eng
Abstrakt: The study deals with the methods of statistical analysis in the situation of competing risks in the presence of regression. First, the problem of identification of marginal and joint distributions of competing random variables is recalled. The main objective is then to demonstrate that the parameters and, in particular, the correlation of competing variables, may depend on covariates. The approach is applied to solution of a real example with unemployment data. The model uses the Gauss copula and Cox’s regression model.
Klíčová slova:
competing risks; statistical analysis; unemployment study Číslo projektu: GA18-02739S (CEP) Poskytovatel projektu: GA ČR Zdrojový dokument: 36th International Conference Mathematical Methods in Economics, ISBN 978-80-7378-371-6