Institute of Information Theory and Automation

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Bibliography

Conference Paper (international conference)

Statistical analysis of competing risks in an unemployment study

Volf Petr

: Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, p. 882-887

: Mathematical Methods in Economics 2015 /33./, (Cheb, CZ, 09.09.2015-11.09.2015)

: GA13-14445S, GA ČR

: statistics, competing risks,, copula, unemployment study

: http://library.utia.cas.cz/separaty/2015/SI/volf-0447281.pdf

(eng): 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.

: BB

2019-01-07 08:39