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Conference Paper (Czech conference)

Problem of competing risks with covariates: Application to an unemployment study

Volf Petr

: 36th International Conference Mathematical Methods in Economics, p. 624-629 , Eds: Váchová Lucie, Kratochvíl Václav

: 36th International Conference Mathematical Methods in Economics, (Jindřichův Hradec, CZ, 20180912)

: GA18-02739S, GA ČR

: statistical analysis, competing risks, unemployment study

: http://library.utia.cas.cz/separaty/2018/SI/volf-0493451.pdf

(eng): 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.

: BB

: 10103

07.01.2019 - 08:39